+59.9%
DDOG vs MRK
+129.3%
-69.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.1% |
| 7D | +7.7% | -2.7% | +10.4% | +7.2% |
| 30D | -13.6% | +12.7% | -26.3% | -12.0% |
| 3M | -0.9% | +24.2% | -25.2% | +2.2% |
| 6M | +75.2% | +27.8% | +47.4% | +81.6% |
| YTD | +65.7% | +42.2% | +23.4% | +73.0% |
| 1Y | +60.4% | +80.2% | -19.8% | +69.9% |
| 3Y | +130.7% | +48.4% | +82.3% | +139.2% |
| 5Y | +59.9% | +133.6% | -73.7% | +71.8% |
| All | +59.9% | +129.3% | -69.5% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling