+19.8%
DDOG vs MCO
+9.9%
+9.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.9% | -19.3% | -15.6% |
| 7D | -32.2% | +10.7% | -42.9% | -34.7% |
| 30D | -31.7% | +17.9% | -49.6% | -36.2% |
| 3M | -34.5% | +9.5% | -44.0% | -36.7% |
| 6M | +28.7% | +18.1% | +10.6% | +19.7% |
| YTD | +38.8% | +4.1% | +34.7% | +36.5% |
| 1Y | +19.8% | +9.3% | +10.5% | +23.2% |
| All | +19.8% | +9.9% | +9.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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