+141.3%
MRK vs DOCN
+91.6%
+49.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.5% |
| 7D | +2.3% | -12.1% | +14.5% | +2.3% |
| 30D | +1.7% | -41.0% | +42.7% | +1.5% |
| 3M | +13.8% | -38.7% | +52.5% | +13.6% |
| 6M | +34.7% | -51.5% | +86.2% | +34.5% |
| YTD | +43.6% | +65.3% | -21.7% | +42.5% |
| 1Y | +75.7% | +53.9% | +21.8% | +74.4% |
| 3Y | +60.0% | +215.6% | -155.5% | +58.5% |
| 5Y | +105.4% | -26.2% | +131.5% | +103.2% |
| All | +141.3% | +91.6% | +49.7% | +143.0% |
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