+61.6%
DDOG vs MCO
+0.4%
+61.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | +0.1% |
| 7D | -10.1% | -4.2% | -6.0% | -8.4% |
| 30D | -24.8% | +2.2% | -27.0% | -25.5% |
| 3M | -12.6% | +10.1% | -22.7% | -16.5% |
| 6M | +79.9% | +5.3% | +74.7% | +73.1% |
| YTD | +56.6% | -2.7% | +59.3% | +56.8% |
| 1Y | +61.6% | -0.4% | +62.0% | +63.1% |
| All | +61.6% | +0.4% | +61.2% | +63.1% |
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