+490.5%
DDOG vs MGY
+160.4%
+330.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.2% | +1.8% | +1.4% | +3.0% |
| 30D | -10.2% | +6.5% | -16.7% | -11.1% |
| 3M | -2.6% | +0.3% | -2.9% | -3.0% |
| 6M | +80.1% | -2.4% | +82.5% | +79.5% |
| YTD | +63.0% | +29.0% | +34.1% | +54.7% |
| 1Y | +59.4% | +17.0% | +42.3% | +53.5% |
| 3Y | +127.0% | +26.2% | +100.9% | +113.5% |
| 5Y | +61.7% | +92.3% | -30.7% | +42.5% |
| All | +490.5% | +160.4% | +330.1% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling