+127.5%
MRK vs DOCS
-19.0%
+146.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.6% |
| 7D | +0.7% | +2.6% | -1.9% | +0.7% |
| 30D | +0.3% | +11.4% | -11.2% | +0.3% |
| 3M | +9.7% | +25.4% | -15.7% | +9.8% |
| 6M | +32.0% | +42.5% | -10.6% | +32.4% |
| YTD | +43.3% | -24.7% | +68.0% | +43.7% |
| 1Y | +63.7% | -32.9% | +96.6% | +64.2% |
| 3Y | +58.0% | +39.6% | +18.4% | +59.6% |
| 5Y | +105.0% | -54.6% | +159.6% | +106.6% |
| All | +127.5% | -19.0% | +146.5% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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