+115.3%
DDOG vs MDT
+28.1%
+87.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.3% |
| 7D | -6.1% | +0.4% | -6.5% | -6.1% |
| 30D | -10.1% | +6.0% | -16.1% | -10.0% |
| 3M | -9.3% | +15.5% | -24.8% | -8.9% |
| 6M | +67.2% | +3.4% | +63.8% | +70.2% |
| YTD | +54.6% | -2.2% | +56.8% | +58.0% |
| 1Y | +54.1% | +2.6% | +51.5% | +56.8% |
| 3Y | +115.3% | +27.5% | +87.7% | +132.9% |
| All | +115.3% | +28.1% | +87.1% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling