+19.8%
DDOG vs MDB
-8.5%
+28.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.1% | -12.3% | -13.3% |
| 7D | -32.2% | -16.5% | -15.7% | -24.8% |
| 30D | -31.7% | -8.6% | -23.1% | -27.7% |
| 3M | -34.5% | -13.6% | -20.9% | -30.7% |
| 6M | +28.7% | +24.1% | +4.6% | +10.4% |
| YTD | +38.8% | -21.8% | +60.5% | +41.3% |
| 1Y | +19.8% | -7.7% | +27.5% | +18.3% |
| All | +19.8% | -8.5% | +28.3% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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