-4.4%
DDOG vs MKC
-36.0%
+31.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | 0.0% |
| 7D | +5.6% | -7.3% | +12.9% | +5.0% |
| 30D | -34.9% | +4.0% | -38.9% | -34.8% |
| 3M | -23.4% | -11.5% | -12.0% | -23.4% |
| 6M | -7.7% | +1.1% | -8.8% | -7.6% |
| YTD | +35.6% | -29.9% | +65.5% | +37.2% |
| 1Y | -3.4% | -27.0% | +23.6% | -2.8% |
| 3Y | +78.0% | -22.3% | +100.3% | +71.4% |
| 5Y | -4.4% | -36.0% | +31.6% | +22.6% |
| All | -4.4% | -36.0% | +31.6% | +22.6% |
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 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