+75.2%
DDOG vs MRSH
-1.9%
+77.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.0% | +9.2% | +7.8% |
| 7D | +7.7% | -5.9% | +13.5% | +9.9% |
| 30D | -13.6% | -7.3% | -6.3% | -11.5% |
| 3M | -0.9% | +7.4% | -8.4% | -6.9% |
| 6M | +75.2% | -0.7% | +75.9% | +67.6% |
| All | +75.2% | -1.9% | +77.1% | +67.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling