+390.4%
DDOG vs MKC
-31.4%
+421.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.3% |
| 7D | +2.9% | -3.0% | +5.8% | +3.3% |
| 30D | -31.6% | +4.8% | -36.4% | -32.6% |
| 3M | -27.0% | -12.8% | -14.2% | -25.5% |
| 6M | -10.3% | +5.0% | -15.3% | -12.0% |
| YTD | +35.4% | -29.1% | +64.5% | +43.8% |
| 1Y | -1.0% | -26.4% | +25.4% | +3.8% |
| 3Y | +76.7% | -21.6% | +98.3% | +73.1% |
| 5Y | -4.6% | -35.2% | +30.7% | -1.7% |
| All | +390.4% | -31.4% | +421.9% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling