+30.9%
MRK vs DOCN
-53.2%
+84.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | 0.0% |
| 7D | -1.9% | -19.2% | +17.3% | -3.2% |
| 30D | +2.8% | -43.1% | +45.8% | -0.7% |
| 3M | +15.0% | -40.7% | +55.7% | +12.0% |
| 6M | +30.9% | -55.0% | +85.9% | +24.8% |
| All | +30.9% | -53.2% | +84.1% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling