+107.2%
DDOG vs MP
+278.3%
-171.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.3% |
| 7D | +5.6% | +11.0% | -5.3% | +3.5% |
| 30D | -34.9% | -11.7% | -23.2% | -33.2% |
| 3M | -23.4% | -30.8% | +7.4% | -18.0% |
| 6M | -7.7% | -42.9% | +35.2% | +1.6% |
| YTD | +35.6% | -25.9% | +61.5% | +39.0% |
| 1Y | -3.4% | -37.3% | +33.9% | +2.1% |
| 3Y | +78.0% | +150.7% | -72.7% | +15.6% |
| 5Y | -4.4% | -19.3% | +14.8% | -18.0% |
| All | +107.2% | +278.3% | -171.0% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling