+3,835.9%
MRK vs DOC
+2,934.4%
+901.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +3.2% |
| 7D | +6.7% | +8.7% | -2.0% | +4.6% |
| 30D | +7.8% | +7.6% | +0.1% | +5.8% |
| 3M | +18.2% | -5.3% | +23.4% | +19.6% |
| 6M | +34.7% | +27.6% | +7.1% | +26.5% |
| YTD | +45.8% | +32.4% | +13.4% | +35.5% |
| 1Y | +84.6% | +22.9% | +61.7% | +74.6% |
| 3Y | +59.4% | +43.1% | +16.3% | +43.9% |
| 5Y | +93.5% | -21.4% | +114.9% | +98.5% |
| 10Y | +263.6% | +16.8% | +246.7% | +224.0% |
| All | +3,835.9% | +2,934.4% | +901.5% | +1,494.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling