+114.7%
MRK vs DOC
-21.9%
+136.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +3.3% |
| 7D | +6.7% | +8.7% | -2.0% | +4.8% |
| 30D | +7.8% | +7.6% | +0.1% | +6.0% |
| 3M | +18.2% | -5.3% | +23.4% | +19.4% |
| 6M | +34.7% | +27.6% | +7.1% | +27.8% |
| YTD | +45.8% | +32.4% | +13.4% | +37.0% |
| 1Y | +84.6% | +22.9% | +61.7% | +76.3% |
| 3Y | +59.4% | +43.1% | +16.3% | +48.2% |
| All | +114.7% | -21.9% | +136.6% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling