+489.1%
DDOG vs MRK
+124.5%
+364.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +3.9% | -4.3% | +8.1% | +4.1% |
| 30D | -8.2% | +8.3% | -16.5% | -8.7% |
| 3M | -5.6% | +20.0% | -25.6% | -6.8% |
| 6M | +73.5% | +25.7% | +47.8% | +70.3% |
| YTD | +62.7% | +38.7% | +23.9% | +57.1% |
| 1Y | +59.0% | +74.7% | -15.7% | +48.5% |
| 3Y | +117.1% | +45.4% | +71.8% | +104.9% |
| 5Y | +61.3% | +129.0% | -67.7% | +26.3% |
| All | +489.1% | +124.5% | +364.7% | +348.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling