-6.4%
DDOG vs MNST
+100.5%
-106.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +7.0% | +4.1% |
| 7D | -23.9% | -3.4% | -20.5% | -23.2% |
| 30D | -34.0% | +6.6% | -40.6% | -36.2% |
| 3M | -21.9% | -2.9% | -19.0% | -21.9% |
| 6M | +24.6% | +18.4% | +6.1% | +13.7% |
| YTD | +31.7% | +19.3% | +12.4% | +18.2% |
| 1Y | -6.2% | +37.9% | -44.1% | -22.2% |
| 3Y | +125.1% | +62.9% | +62.2% | +62.3% |
| All | -6.4% | +100.5% | -106.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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