+391.0%
DDOG vs MPC
+815.6%
-424.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.4% | -0.1% | +2.7% |
| 7D | -2.3% | +2.6% | -4.9% | -2.8% |
| 30D | -35.8% | -12.2% | -23.6% | -34.2% |
| 3M | -25.3% | +20.1% | -45.4% | -28.0% |
| 6M | -8.9% | +60.6% | -69.5% | -17.0% |
| YTD | +35.6% | +150.6% | -115.0% | +12.7% |
| 1Y | -6.8% | +104.7% | -111.5% | -19.4% |
| 3Y | +77.9% | +194.5% | -116.6% | +41.9% |
| 5Y | -3.1% | +582.3% | -585.4% | -33.8% |
| All | +391.0% | +815.6% | -424.5% | +184.8% |
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