+117.6%
DDOG vs MCO
+40.3%
+77.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.8% |
| 7D | +3.2% | -7.3% | +10.6% | +7.2% |
| 30D | -10.2% | -1.7% | -8.4% | -9.6% |
| 3M | -2.6% | +3.9% | -6.5% | -4.9% |
| 6M | +80.1% | +3.8% | +76.3% | +76.3% |
| YTD | +63.0% | -7.9% | +70.9% | +69.2% |
| 1Y | +59.4% | -6.8% | +66.2% | +63.7% |
| All | +117.6% | +40.3% | +77.3% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling