+125.1%
DDOG vs MP
+114.3%
+10.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +2.0% |
| 7D | -23.9% | -10.5% | -13.4% | -22.9% |
| 30D | -34.0% | -23.5% | -10.5% | -32.1% |
| 3M | -21.9% | -25.4% | +3.5% | -19.5% |
| 6M | +24.6% | -51.3% | +75.8% | +32.4% |
| YTD | +31.7% | -29.9% | +61.6% | +34.7% |
| 1Y | -6.2% | -31.8% | +25.7% | -3.7% |
| 3Y | +125.1% | +127.0% | -1.9% | +76.7% |
| All | +125.1% | +114.3% | +10.7% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling