+61.6%
DDOG vs MRK
+84.5%
-22.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -1.2% |
| 7D | -10.1% | +1.3% | -11.5% | -9.8% |
| 30D | -24.8% | +17.1% | -41.9% | -21.6% |
| 3M | -12.6% | +25.9% | -38.5% | -7.2% |
| 6M | +79.9% | +26.8% | +53.1% | +91.9% |
| YTD | +56.6% | +44.9% | +11.7% | +63.6% |
| 1Y | +61.6% | +84.8% | -23.3% | +54.1% |
| All | +61.6% | +84.5% | -22.9% | +54.1% |
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