+375.1%
DDOG vs MDT
+13.4%
+361.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -19.1% | +2.7% | -21.8% | -20.0% |
| 30D | -39.2% | +14.8% | -54.0% | -42.2% |
| 3M | -31.6% | +14.6% | -46.1% | -35.1% |
| 6M | -10.9% | +35.7% | -46.6% | -20.9% |
| YTD | +31.2% | +8.5% | +22.7% | +26.2% |
| 1Y | -10.7% | +13.3% | -23.9% | -15.7% |
| 3Y | +72.1% | +58.6% | +13.5% | +36.5% |
| 5Y | -5.5% | -2.6% | -2.9% | -9.0% |
| All | +375.1% | +13.4% | +361.7% | +306.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling