+19.8%
DDOG vs MDLZ
+22.7%
-2.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.5% | -17.9% | -11.4% |
| 7D | -32.2% | +8.9% | -41.1% | -26.6% |
| 30D | -31.7% | +15.2% | -46.9% | -23.3% |
| 3M | -34.5% | +9.5% | -44.0% | -28.4% |
| 6M | +28.7% | +11.7% | +17.0% | +43.5% |
| YTD | +38.8% | +28.4% | +10.3% | +74.5% |
| 1Y | +19.8% | +24.4% | -4.6% | +52.7% |
| All | +19.8% | +22.7% | -2.8% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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