+61.6%
DDOG vs MDLZ
+3.3%
+58.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -1.0% |
| 7D | -10.1% | -1.7% | -8.4% | -10.9% |
| 30D | -24.8% | -2.1% | -22.7% | -25.4% |
| 3M | -12.6% | +1.3% | -13.9% | -11.2% |
| 6M | +79.9% | +6.2% | +73.7% | +87.2% |
| YTD | +56.6% | +15.8% | +40.8% | +71.6% |
| 1Y | +61.6% | +4.1% | +57.5% | +74.0% |
| All | +61.6% | +3.3% | +58.3% | +74.0% |
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