+61.6%
DDOG vs MGY
+15.5%
+46.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -1.1% |
| 7D | -10.1% | +2.1% | -12.2% | -9.8% |
| 30D | -24.8% | +13.8% | -38.6% | -22.9% |
| 3M | -12.6% | -4.3% | -8.3% | -12.5% |
| 6M | +79.9% | -5.1% | +85.0% | +80.1% |
| YTD | +56.6% | +24.8% | +31.8% | +57.3% |
| 1Y | +61.6% | +11.8% | +49.8% | +60.7% |
| All | +61.6% | +15.5% | +46.1% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling