+63.6%
DDOG vs MCK
+345.1%
-281.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.9% | -2.9% | +6.8% | +3.6% |
| 30D | -8.2% | +0.4% | -8.6% | -8.1% |
| 3M | -5.6% | +12.1% | -17.7% | -4.6% |
| 6M | +73.5% | -5.4% | +79.0% | +73.3% |
| YTD | +62.7% | +7.8% | +54.9% | +63.9% |
| 1Y | +59.0% | +22.9% | +36.0% | +61.1% |
| 3Y | +117.1% | +110.7% | +6.4% | +121.9% |
| All | +63.6% | +345.1% | -281.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling