+59.9%
DDOG vs MKC
-34.7%
+94.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.1% |
| 7D | +7.7% | -4.3% | +12.0% | +7.6% |
| 30D | -13.6% | -3.1% | -10.5% | -13.6% |
| 3M | -0.9% | +6.8% | -7.7% | -0.8% |
| 6M | +75.2% | -18.3% | +93.6% | +76.6% |
| YTD | +65.7% | -23.1% | +88.7% | +67.4% |
| 1Y | +60.4% | -23.7% | +84.1% | +62.2% |
| 3Y | +130.7% | -31.0% | +161.7% | +136.6% |
| 5Y | +59.9% | -33.5% | +93.4% | +81.0% |
| All | +59.9% | -34.7% | +94.6% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling