-3.6%
DDOG vs MDY
+34.6%
-38.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | 0.0% |
| 7D | +2.9% | +2.3% | +0.6% | -0.2% |
| 30D | -31.6% | +2.0% | -33.6% | -33.3% |
| 3M | -27.0% | -5.6% | -21.4% | -21.3% |
| 6M | -10.3% | +1.3% | -11.6% | -12.3% |
| YTD | +35.4% | +12.3% | +23.1% | +13.6% |
| 1Y | -1.0% | +15.8% | -16.8% | -20.5% |
| 3Y | +76.7% | +56.5% | +20.2% | -14.7% |
| All | -3.6% | +34.6% | -38.2% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling