+59.0%
DDOG vs MRK
+76.4%
-17.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.4% |
| 7D | +3.9% | -4.3% | +8.1% | +2.7% |
| 30D | -8.2% | +8.3% | -16.5% | -6.1% |
| 3M | -5.6% | +20.0% | -25.6% | -0.8% |
| 6M | +73.5% | +25.7% | +47.8% | +84.1% |
| YTD | +62.7% | +38.7% | +23.9% | +68.4% |
| 1Y | +59.0% | +74.7% | -15.7% | +51.9% |
| All | +59.0% | +76.4% | -17.4% | +51.9% |
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