+64.0%
DDOG vs MCO
+26.6%
+37.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.2% |
| 7D | +3.2% | -7.3% | +10.6% | +10.3% |
| 30D | -10.2% | -1.7% | -8.4% | -9.2% |
| 3M | -2.6% | +3.9% | -6.5% | -6.8% |
| 6M | +80.1% | +3.8% | +76.3% | +72.8% |
| YTD | +63.0% | -7.9% | +70.9% | +72.5% |
| 1Y | +59.4% | -6.8% | +66.2% | +64.6% |
| 3Y | +127.0% | +40.9% | +86.1% | +36.2% |
| All | +64.0% | +26.6% | +37.4% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling