+3,746.4%
MRK vs DOC
+2,926.9%
+819.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +0.4% | +6.2% | -5.8% | -1.0% |
| 30D | +3.5% | +6.5% | -2.9% | +1.9% |
| 3M | +15.2% | -6.2% | +21.4% | +16.9% |
| 6M | +31.6% | +25.6% | +6.0% | +24.0% |
| YTD | +42.5% | +32.1% | +10.4% | +32.5% |
| 1Y | +79.2% | +20.3% | +58.9% | +70.4% |
| 3Y | +55.8% | +42.7% | +13.0% | +40.7% |
| 5Y | +109.8% | -22.2% | +132.0% | +115.8% |
| 10Y | +255.3% | +16.5% | +238.7% | +216.9% |
| All | +3,746.4% | +2,926.9% | +819.5% | +1,459.6% |
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