-6.8%
DDOG vs MDT
+12.9%
-19.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | -2.3% | -3.2% | +0.9% | -3.8% |
| 30D | -35.8% | +10.5% | -46.4% | -32.9% |
| 3M | -25.3% | +13.0% | -38.3% | -21.5% |
| 6M | -8.9% | +38.7% | -47.5% | +2.3% |
| YTD | +35.6% | +8.5% | +27.1% | +47.9% |
| 1Y | -6.8% | +10.0% | -16.9% | +1.2% |
| All | -6.8% | +12.9% | -19.7% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling