+55.8%
DDOG vs MDLN
+4.5%
+51.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -10.1% | +3.7% | -13.9% | -10.2% |
| 30D | -24.8% | -0.2% | -24.6% | -24.5% |
| 3M | -12.6% | +6.2% | -18.8% | -11.2% |
| 6M | +79.9% | -14.7% | +94.6% | +80.4% |
| YTD | +56.6% | -12.9% | +69.5% | +51.6% |
| All | +55.8% | +4.5% | +51.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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