+140.9%
MRK vs DOCN
+108.0%
+32.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +0.5% |
| 7D | +0.7% | +19.1% | -18.4% | +0.8% |
| 30D | +0.3% | -21.0% | +21.3% | +0.2% |
| 3M | +9.7% | -34.7% | +44.4% | +9.5% |
| 6M | +32.0% | -45.8% | +77.7% | +31.8% |
| YTD | +43.3% | +79.4% | -36.1% | +42.2% |
| 1Y | +63.7% | +91.0% | -27.3% | +62.4% |
| 3Y | +58.0% | +237.5% | -179.4% | +56.5% |
| 5Y | +105.0% | -30.4% | +135.4% | +103.2% |
| All | +140.9% | +108.0% | +32.9% | +142.7% |
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