+19.8%
DDOG vs MRSH
+20.0%
-0.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.3% | -17.7% | -13.8% |
| 7D | -32.2% | +9.4% | -41.6% | -31.5% |
| 30D | -31.7% | +23.4% | -55.2% | -31.4% |
| 3M | -34.5% | +9.9% | -44.4% | -33.5% |
| 6M | +28.7% | +26.0% | +2.6% | +26.5% |
| YTD | +38.8% | +15.2% | +23.6% | +31.2% |
| 1Y | +19.8% | +18.4% | +1.4% | +19.2% |
| All | +19.8% | +20.0% | -0.2% | +19.2% |
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