+490.5%
DDOG vs MRSH
+94.9%
+395.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.7% |
| 7D | +3.2% | -5.9% | +9.2% | +7.1% |
| 30D | -10.2% | -7.3% | -2.9% | -6.1% |
| 3M | -2.6% | +6.7% | -9.3% | -7.7% |
| 6M | +80.1% | +3.0% | +77.1% | +73.9% |
| YTD | +63.0% | -2.9% | +66.0% | +62.0% |
| 1Y | +59.4% | -9.0% | +68.3% | +64.5% |
| 3Y | +127.0% | -4.3% | +131.3% | +117.0% |
| 5Y | +61.7% | +19.4% | +42.2% | +30.7% |
| All | +490.5% | +94.9% | +395.6% | +256.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling