+499.9%
DDOG vs MCO
+132.8%
+367.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.4% | +8.5% | +8.2% |
| 7D | +7.7% | -3.1% | +10.8% | +10.1% |
| 30D | -13.6% | -0.5% | -13.1% | -13.5% |
| 3M | -0.9% | +5.7% | -6.6% | -5.6% |
| 6M | +75.2% | +3.0% | +72.2% | +70.7% |
| YTD | +65.7% | -6.5% | +72.1% | +71.9% |
| 1Y | +60.4% | -5.8% | +66.1% | +63.8% |
| 3Y | +130.7% | +43.1% | +87.6% | +62.3% |
| 5Y | +59.9% | +29.5% | +30.4% | +22.0% |
| All | +499.9% | +132.8% | +367.1% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling