+238.0%
MRK vs DOCU
+104.4%
+133.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.3% | -3.4% | +5.7% | +2.4% |
| 30D | +1.7% | +9.3% | -7.6% | +1.5% |
| 3M | +13.8% | +30.2% | -16.5% | +13.0% |
| 6M | +34.7% | +62.1% | -27.5% | +33.1% |
| YTD | +43.6% | +13.5% | +30.0% | +43.1% |
| 1Y | +75.7% | +11.5% | +64.2% | +75.2% |
| 3Y | +60.0% | +89.5% | -29.5% | +55.7% |
| 5Y | +105.4% | -69.6% | +175.0% | +113.8% |
| All | +238.0% | +104.4% | +133.6% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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