+490.5%
DDOG vs MDY
+105.2%
+385.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -0.7% |
| 7D | +3.2% | -2.5% | +5.8% | +5.6% |
| 30D | -10.2% | -5.0% | -5.1% | -5.7% |
| 3M | -2.6% | +0.5% | -3.1% | -3.1% |
| 6M | +80.1% | +8.0% | +72.1% | +66.1% |
| YTD | +63.0% | +12.2% | +50.9% | +44.9% |
| 1Y | +59.4% | +14.0% | +45.4% | +39.4% |
| 3Y | +127.0% | +48.2% | +78.9% | +54.9% |
| 5Y | +61.7% | +46.1% | +15.6% | +16.6% |
| All | +490.5% | +105.2% | +385.2% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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