+61.6%
DDOG vs MKC
-23.4%
+85.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.2% |
| 7D | -10.1% | -5.9% | -4.3% | -12.0% |
| 30D | -24.8% | -0.9% | -23.9% | -25.0% |
| 3M | -12.6% | +12.7% | -25.3% | -7.3% |
| 6M | +79.9% | -19.3% | +99.2% | +62.6% |
| YTD | +56.6% | -22.2% | +78.7% | +41.3% |
| 1Y | +61.6% | -23.3% | +84.9% | +50.9% |
| All | +61.6% | -23.4% | +85.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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