+241.1%
MRK vs DOCU
+80.0%
+161.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.4% |
| 7D | +1.3% | +6.9% | -5.6% | +1.2% |
| 30D | +17.1% | +19.0% | -1.9% | +16.7% |
| 3M | +25.9% | +34.3% | -8.4% | +25.0% |
| 6M | +26.8% | +48.0% | -21.2% | +25.5% |
| YTD | +44.9% | 0.0% | +44.9% | +44.9% |
| 1Y | +84.8% | -10.3% | +95.1% | +85.2% |
| 3Y | +50.1% | +32.4% | +17.7% | +47.6% |
| 5Y | +127.4% | -77.9% | +205.4% | +140.7% |
| All | +241.1% | +80.0% | +161.1% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling