-10.1%
DDOG vs MP
-38.7%
+28.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | -1.0% |
| 7D | -16.9% | -1.6% | -15.3% | -16.6% |
| 30D | -38.8% | -18.2% | -20.6% | -36.5% |
| 3M | -23.2% | -26.1% | +2.9% | -19.2% |
| 6M | -10.3% | -44.0% | +33.8% | -2.5% |
| YTD | +32.1% | -25.3% | +57.4% | +30.7% |
| All | -10.1% | -38.7% | +28.6% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling