+376.8%
DDOG vs MPC
+747.1%
-370.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.8% |
| 7D | -23.9% | -16.2% | -7.7% | -21.1% |
| 30D | -34.0% | -15.7% | -18.3% | -31.9% |
| 3M | -21.9% | +24.9% | -46.8% | -25.3% |
| 6M | +24.6% | +52.7% | -28.1% | +14.5% |
| YTD | +31.7% | +131.9% | -100.2% | +11.1% |
| 1Y | -6.2% | +96.6% | -102.8% | -18.2% |
| 3Y | +125.1% | +163.8% | -38.7% | +83.1% |
| 5Y | -3.5% | +533.1% | -536.6% | -33.1% |
| All | +376.8% | +747.1% | -370.3% | +180.7% |
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