+121.1%
DDOG vs MKC
-31.2%
+152.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.0% |
| 7D | +7.7% | -4.3% | +12.0% | +6.9% |
| 30D | -13.6% | -3.1% | -10.5% | -14.0% |
| 3M | -0.9% | +6.8% | -7.7% | +0.3% |
| 6M | +75.2% | -18.3% | +93.6% | +71.4% |
| YTD | +65.7% | -23.1% | +88.7% | +61.7% |
| 1Y | +60.4% | -23.7% | +84.1% | +56.9% |
| All | +121.1% | -31.2% | +152.3% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling