+130.3%
MRK vs DOV
+13.3%
+117.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -5.0% | -1.9% | -3.1% | -4.7% |
| 30D | +11.0% | -9.9% | +20.8% | +13.1% |
| 3M | +22.4% | -12.1% | +34.5% | +25.1% |
| 6M | +25.4% | -10.4% | +35.8% | +27.5% |
| YTD | +39.5% | -3.3% | +42.8% | +39.7% |
| 1Y | +78.0% | +7.8% | +70.2% | +74.6% |
| 3Y | +45.5% | +36.3% | +9.2% | +35.7% |
| 5Y | +130.3% | +14.8% | +115.5% | +126.4% |
| All | +130.3% | +13.3% | +117.0% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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