+391.0%
DDOG vs MDT
+13.4%
+377.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | -2.3% | -3.2% | +0.9% | -1.4% |
| 30D | -35.8% | +10.5% | -46.4% | -38.2% |
| 3M | -25.3% | +13.0% | -38.3% | -28.8% |
| 6M | -8.9% | +38.7% | -47.5% | -19.8% |
| YTD | +35.6% | +8.5% | +27.1% | +30.4% |
| 1Y | -6.8% | +10.0% | -16.9% | -11.0% |
| 3Y | +77.9% | +58.6% | +19.3% | +41.1% |
| 5Y | -3.1% | -0.3% | -2.8% | -7.4% |
| All | +391.0% | +13.4% | +377.6% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling