+376.8%
DDOG vs MDB
+133.1%
+243.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.0% |
| 7D | -23.9% | -11.4% | -12.5% | -18.1% |
| 30D | -34.0% | -13.8% | -20.2% | -27.5% |
| 3M | -21.9% | -15.5% | -6.5% | -16.0% |
| 6M | +24.6% | +17.9% | +6.7% | +9.5% |
| YTD | +31.7% | -25.5% | +57.1% | +47.4% |
| 1Y | -6.2% | -12.1% | +5.9% | -6.6% |
| 3Y | +125.1% | -5.9% | +130.9% | +80.4% |
| 5Y | -3.5% | -43.7% | +40.2% | -4.3% |
| All | +376.8% | +133.1% | +243.7% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling