+489.1%
DDOG vs MCO
+133.0%
+356.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -1.4% |
| 7D | +3.9% | -3.8% | +7.7% | +6.8% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -5.6% | +7.7% | -13.3% | -11.2% |
| 6M | +73.5% | +7.0% | +66.5% | +64.3% |
| YTD | +62.7% | -6.4% | +69.1% | +68.6% |
| 1Y | +59.0% | -7.6% | +66.6% | +65.0% |
| 3Y | +117.1% | +43.2% | +73.9% | +52.6% |
| 5Y | +61.3% | +29.6% | +31.7% | +23.0% |
| All | +489.1% | +133.0% | +356.2% | +174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling