+490.5%
DDOG vs MCK
+537.7%
-47.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +3.2% | -4.4% | +7.6% | +3.7% |
| 30D | -10.2% | -2.2% | -7.9% | -10.0% |
| 3M | -2.6% | +11.6% | -14.2% | -3.9% |
| 6M | +80.1% | -4.9% | +85.1% | +80.9% |
| YTD | +63.0% | +7.7% | +55.3% | +60.3% |
| 1Y | +59.4% | +25.2% | +34.1% | +53.0% |
| 3Y | +127.0% | +112.1% | +14.9% | +93.8% |
| 5Y | +61.7% | +345.8% | -284.2% | +9.4% |
| All | +490.5% | +537.7% | -47.3% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling