+61.6%
DDOG vs MRSH
-7.9%
+69.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | -10.1% | -3.6% | -6.6% | -9.7% |
| 30D | -24.8% | -3.0% | -21.8% | -24.5% |
| 3M | -12.6% | +15.8% | -28.4% | -15.5% |
| 6M | +79.9% | +1.6% | +78.4% | +73.4% |
| YTD | +56.6% | +1.7% | +54.9% | +51.0% |
| 1Y | +61.6% | -8.0% | +69.6% | +64.8% |
| All | +61.6% | -7.9% | +69.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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