+489.1%
DDOG vs MGY
+160.8%
+328.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | +3.5% | +0.3% | +3.4% |
| 30D | -8.2% | +5.3% | -13.5% | -8.9% |
| 3M | -5.6% | +2.6% | -8.2% | -6.3% |
| 6M | +73.5% | -3.3% | +76.8% | +73.1% |
| YTD | +62.7% | +29.2% | +33.4% | +54.3% |
| 1Y | +59.0% | +18.0% | +40.9% | +52.9% |
| 3Y | +117.1% | +30.0% | +87.1% | +103.3% |
| 5Y | +61.3% | +92.7% | -31.4% | +42.1% |
| All | +489.1% | +160.8% | +328.3% | +447.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling