+117.6%
DDOG vs MDLZ
-2.8%
+120.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +3.2% | +1.7% | +1.6% | +3.7% |
| 30D | -10.2% | +1.1% | -11.3% | -9.8% |
| 3M | -2.6% | -1.8% | -0.7% | -2.8% |
| 6M | +80.1% | +12.3% | +67.8% | +86.5% |
| YTD | +63.0% | +18.0% | +45.0% | +70.7% |
| 1Y | +59.4% | +3.8% | +55.6% | +64.5% |
| All | +117.6% | -2.8% | +120.5% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling