-0.9%
DDOG vs MCK
+17.0%
-17.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.2% |
| 7D | +7.7% | -3.6% | +11.2% | +6.9% |
| 30D | -13.6% | +1.4% | -15.1% | -13.4% |
| 3M | -0.9% | +13.8% | -14.7% | +1.3% |
| All | -0.9% | +17.0% | -17.9% | +1.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling