+391.2%
DDOG vs MPC
+838.3%
-447.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.4% | -0.4% |
| 7D | +5.6% | +9.4% | -3.8% | +3.8% |
| 30D | -34.9% | -13.4% | -21.5% | -33.1% |
| 3M | -23.4% | +18.9% | -42.3% | -26.1% |
| 6M | -7.7% | +64.9% | -72.7% | -16.4% |
| YTD | +35.6% | +156.8% | -121.2% | +12.3% |
| 1Y | -3.4% | +113.2% | -116.5% | -17.1% |
| 3Y | +78.0% | +201.8% | -123.8% | +41.3% |
| 5Y | -4.4% | +601.4% | -605.8% | -35.0% |
| All | +391.2% | +838.3% | -447.1% | +183.5% |
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