+19.8%
DDOG vs MCK
+31.3%
-11.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +7.0% | -21.4% | -12.2% |
| 7D | -32.2% | +11.3% | -43.6% | -29.8% |
| 30D | -31.7% | +16.8% | -48.5% | -28.8% |
| 3M | -34.5% | +28.9% | -63.4% | -30.3% |
| 6M | +28.7% | +32.7% | -4.0% | +37.8% |
| YTD | +38.8% | +30.8% | +8.0% | +45.7% |
| 1Y | +19.8% | +27.6% | -7.7% | +30.0% |
| All | +19.8% | +31.3% | -11.5% | +30.0% |
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