+61.6%
DDOG vs MCK
+32.0%
+29.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.1% |
| 7D | -10.1% | +1.7% | -11.9% | -9.8% |
| 30D | -24.8% | +3.6% | -28.4% | -24.3% |
| 3M | -12.6% | +20.1% | -32.7% | -9.4% |
| 6M | +79.9% | -7.0% | +87.0% | +77.7% |
| YTD | +56.6% | +11.0% | +45.6% | +58.7% |
| 1Y | +61.6% | +31.8% | +29.7% | +68.0% |
| All | +61.6% | +32.0% | +29.6% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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