+76.7%
DDOG vs MRK
+60.2%
+16.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.1% |
| 7D | +2.9% | +0.7% | +2.2% | +3.0% |
| 30D | -31.6% | +0.3% | -31.9% | -31.4% |
| 3M | -27.0% | +9.7% | -36.6% | -26.0% |
| 6M | -10.3% | +32.0% | -42.3% | -8.0% |
| YTD | +35.4% | +43.3% | -7.9% | +37.7% |
| 1Y | -1.0% | +63.7% | -64.6% | -0.3% |
| 3Y | +76.7% | +58.0% | +18.6% | +78.1% |
| All | +76.7% | +60.2% | +16.5% | +78.1% |
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 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