+76.7%
DDOG vs MP
+161.0%
-84.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | +2.9% | +9.5% | -6.6% | +1.9% |
| 30D | -31.6% | -3.0% | -28.6% | -31.4% |
| 3M | -27.0% | -30.4% | +3.4% | -24.7% |
| 6M | -10.3% | -39.2% | +28.9% | -6.8% |
| YTD | +35.4% | -23.3% | +58.7% | +37.1% |
| 1Y | -1.0% | -32.6% | +31.7% | +1.2% |
| 3Y | +76.7% | +159.3% | -82.6% | +45.8% |
| All | +76.7% | +161.0% | -84.4% | +45.8% |
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