-11.8%
DDOG vs MDT
+35.5%
-47.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -1.4% |
| 7D | -19.1% | +2.7% | -21.8% | -17.0% |
| 30D | -39.2% | +14.8% | -54.0% | -34.4% |
| 3M | -31.6% | +14.6% | -46.1% | -26.1% |
| All | -11.8% | +35.5% | -47.4% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling