+390.4%
DDOG vs MDT
+14.8%
+375.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.7% |
| 7D | +2.9% | +1.0% | +1.8% | +2.6% |
| 30D | -31.6% | +9.2% | -40.8% | -33.9% |
| 3M | -27.0% | +14.5% | -41.5% | -30.7% |
| 6M | -10.3% | +37.3% | -47.6% | -20.6% |
| YTD | +35.4% | +9.8% | +25.6% | +29.8% |
| 1Y | -1.0% | +10.5% | -11.5% | -5.4% |
| 3Y | +76.7% | +57.4% | +19.2% | +41.0% |
| 5Y | -4.6% | +1.2% | -5.8% | -9.2% |
| All | +390.4% | +14.8% | +375.6% | +318.2% |
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