+390.4%
DDOG vs MDY
+105.6%
+284.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | 0.0% |
| 7D | +2.9% | +2.3% | +0.6% | +0.7% |
| 30D | -31.6% | +2.0% | -33.6% | -32.8% |
| 3M | -27.0% | -5.6% | -21.4% | -22.9% |
| 6M | -10.3% | +1.3% | -11.6% | -11.5% |
| YTD | +35.4% | +12.3% | +23.1% | +20.3% |
| 1Y | -1.0% | +15.8% | -16.8% | -14.6% |
| 3Y | +76.7% | +56.5% | +20.2% | +14.5% |
| 5Y | -4.6% | +35.1% | -39.7% | -28.0% |
| All | +390.4% | +105.6% | +284.9% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling