+117.6%
DDOG vs MRK
+45.2%
+72.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.8% |
| 7D | +3.2% | -5.0% | +8.2% | +2.7% |
| 30D | -10.2% | +11.0% | -21.1% | -9.2% |
| 3M | -2.6% | +22.4% | -25.0% | -0.7% |
| 6M | +80.1% | +25.4% | +54.7% | +83.8% |
| YTD | +63.0% | +39.5% | +23.5% | +65.4% |
| 1Y | +59.4% | +78.0% | -18.6% | +59.3% |
| All | +117.6% | +45.2% | +72.5% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling