+19.8%
DDOG vs MPC
+122.9%
-103.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -8.1% | -6.3% | -12.8% |
| 7D | -32.2% | -10.9% | -21.3% | -30.6% |
| 30D | -31.7% | -9.4% | -22.3% | -30.5% |
| 3M | -34.5% | +26.0% | -60.5% | -38.0% |
| 6M | +28.7% | +56.5% | -27.9% | +17.5% |
| YTD | +38.8% | +144.3% | -105.5% | +7.2% |
| 1Y | +19.8% | +117.2% | -97.4% | +5.9% |
| All | +19.8% | +122.9% | -103.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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