+467.1%
DDOG vs MKC
-24.8%
+491.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -10.1% | -5.9% | -4.3% | -9.0% |
| 30D | -24.8% | -0.9% | -23.9% | -24.7% |
| 3M | -12.6% | +12.7% | -25.3% | -14.9% |
| 6M | +79.9% | -19.3% | +99.2% | +88.3% |
| YTD | +56.6% | -22.2% | +78.7% | +64.3% |
| 1Y | +61.6% | -23.3% | +84.9% | +69.7% |
| 3Y | +117.9% | -30.0% | +147.9% | +131.4% |
| 5Y | +54.2% | -33.8% | +88.0% | +63.1% |
| All | +467.1% | -24.8% | +491.8% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling