+96.2%
DDOG vs MP
+240.8%
-144.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.0% | -1.4% | -6.3% |
| 7D | -34.3% | -19.0% | -15.3% | -31.4% |
| 30D | -37.2% | -30.5% | -6.8% | -32.6% |
| 3M | -38.3% | -29.6% | -8.8% | -34.1% |
| 6M | +19.8% | -50.4% | +70.2% | +35.1% |
| YTD | +28.4% | -33.2% | +61.6% | +34.4% |
| 1Y | +12.7% | -38.6% | +51.2% | +19.1% |
| 3Y | +112.8% | +105.5% | +7.3% | +45.5% |
| 5Y | -5.9% | -7.8% | +2.0% | -19.9% |
| All | +96.2% | +240.8% | -144.7% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling