+19.8%
DDOG vs MGY
+8.9%
+10.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.2% | -9.2% | -14.9% |
| 7D | -32.2% | -12.1% | -20.1% | -33.4% |
| 30D | -31.7% | -2.6% | -29.1% | -31.4% |
| 3M | -34.5% | -4.2% | -30.3% | -33.5% |
| 6M | +28.7% | -23.9% | +52.6% | +25.6% |
| YTD | +38.8% | +8.8% | +30.0% | +40.7% |
| 1Y | +19.8% | +9.5% | +10.3% | +20.6% |
| All | +19.8% | +8.9% | +10.9% | +20.6% |
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