+63.6%
DDOG vs MDY
+46.3%
+17.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.3% |
| 7D | +3.9% | -1.9% | +5.7% | +6.3% |
| 30D | -8.2% | -4.6% | -3.5% | -2.4% |
| 3M | -5.6% | -1.2% | -4.3% | -4.3% |
| 6M | +73.5% | +9.2% | +64.3% | +52.0% |
| YTD | +62.7% | +13.1% | +49.6% | +35.5% |
| 1Y | +59.0% | +13.0% | +46.0% | +32.3% |
| 3Y | +117.1% | +49.2% | +67.9% | +15.2% |
| All | +63.6% | +46.3% | +17.3% | -2.2% |
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