+459.9%
DDOG vs MDB
+165.3%
+294.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.7% |
| 7D | -6.1% | -18.0% | +11.9% | +4.9% |
| 30D | -10.1% | -10.7% | +0.6% | -4.9% |
| 3M | -9.3% | +1.0% | -10.2% | -11.2% |
| 6M | +67.2% | +31.6% | +35.6% | +39.7% |
| YTD | +54.6% | -15.2% | +69.8% | +62.8% |
| 1Y | +54.1% | +10.1% | +44.0% | +36.7% |
| 3Y | +115.3% | -5.6% | +120.9% | +76.0% |
| 5Y | +50.6% | -24.5% | +75.2% | +27.5% |
| All | +459.9% | +165.3% | +294.6% | +75.1% |
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