+19.8%
DDOG vs MRK
+87.2%
-67.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.9% | -18.4% | -12.7% |
| 7D | -32.2% | +6.7% | -38.9% | -30.1% |
| 30D | -31.7% | +7.8% | -39.5% | -29.2% |
| 3M | -34.5% | +18.2% | -52.7% | -29.2% |
| 6M | +28.7% | +34.7% | -6.0% | +47.8% |
| YTD | +38.8% | +45.8% | -7.0% | +55.2% |
| 1Y | +19.8% | +84.6% | -64.7% | +24.9% |
| All | +19.8% | +87.2% | -67.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling