+55.0%
DDOG vs MP
+58.1%
-3.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.1% |
| 7D | -10.1% | -2.9% | -7.3% | -9.6% |
| 30D | -24.8% | +13.8% | -38.6% | -26.9% |
| 3M | -12.6% | -16.7% | +4.1% | -10.0% |
| 6M | +79.9% | -11.5% | +91.4% | +80.1% |
| YTD | +56.6% | +7.9% | +48.6% | +48.4% |
| 1Y | +61.6% | -15.0% | +76.6% | +57.3% |
| 3Y | +117.9% | +153.5% | -35.6% | +32.6% |
| All | +55.0% | +58.1% | -3.0% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling