+390.4%
DDOG vs MDB
+149.0%
+241.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.8% |
| 7D | +2.9% | +6.8% | -4.0% | -1.1% |
| 30D | -31.6% | -6.2% | -25.4% | -28.6% |
| 3M | -27.0% | -29.2% | +2.2% | -12.7% |
| 6M | -10.3% | +10.3% | -20.6% | -18.8% |
| YTD | +35.4% | -20.4% | +55.8% | +45.8% |
| 1Y | -1.0% | -4.8% | +3.9% | -6.0% |
| 3Y | +76.7% | -11.6% | +88.2% | +46.7% |
| 5Y | -4.6% | -41.0% | +36.4% | -7.9% |
| All | +390.4% | +149.0% | +241.4% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling