+106.8%
MRK vs DOCS
-51.8%
+158.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.9% |
| 30D | +2.8% | +17.4% | -14.6% | +2.9% |
| 3M | +15.0% | +57.4% | -42.4% | +15.5% |
| 6M | +30.9% | +26.5% | +4.4% | +31.4% |
| YTD | +42.3% | -26.6% | +68.9% | +42.7% |
| 1Y | +76.1% | -48.1% | +124.1% | +76.5% |
| 3Y | +54.1% | +52.6% | +1.5% | +56.7% |
| All | +106.8% | -51.8% | +158.6% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling