+139.9%
MRK vs DOCN
+110.0%
+29.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.6% | -10.2% | -0.5% |
| 7D | -2.1% | +3.7% | -5.8% | -2.1% |
| 30D | +1.2% | -33.7% | +34.9% | +1.0% |
| 3M | +13.5% | -27.9% | +41.4% | +13.4% |
| 6M | +34.0% | -46.4% | +80.4% | +33.9% |
| YTD | +42.7% | +81.1% | -38.4% | +41.7% |
| 1Y | +66.6% | +74.3% | -7.7% | +65.4% |
| 3Y | +59.1% | +245.8% | -186.8% | +57.6% |
| 5Y | +104.1% | -23.7% | +127.9% | +102.2% |
| All | +139.9% | +110.0% | +29.9% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling