+459.9%
DDOG vs MRK
+131.5%
+328.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.2% |
| 7D | -6.1% | -0.9% | -5.1% | -6.0% |
| 30D | -10.1% | +15.5% | -25.6% | -11.0% |
| 3M | -9.3% | +25.1% | -34.4% | -10.7% |
| 6M | +67.2% | +30.1% | +37.1% | +63.8% |
| YTD | +54.6% | +43.1% | +11.5% | +49.1% |
| 1Y | +54.1% | +82.5% | -28.4% | +43.5% |
| 3Y | +115.3% | +49.3% | +66.0% | +103.0% |
| 5Y | +50.6% | +130.3% | -79.6% | +19.3% |
| All | +459.9% | +131.5% | +328.3% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling