+390.4%
DDOG vs MPC
+842.4%
-452.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +2.9% | +11.2% | -8.4% | +0.8% |
| 30D | -31.6% | -14.5% | -17.1% | -29.6% |
| 3M | -27.0% | +16.7% | -43.7% | -29.3% |
| 6M | -10.3% | +67.6% | -77.9% | -19.0% |
| YTD | +35.4% | +157.9% | -122.5% | +12.0% |
| 1Y | -1.0% | +116.7% | -117.6% | -15.3% |
| 3Y | +76.7% | +199.8% | -123.1% | +40.4% |
| 5Y | -4.6% | +604.4% | -609.0% | -35.2% |
| All | +390.4% | +842.4% | -452.0% | +182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling