-6.4%
DDOG vs MPC
+527.1%
-533.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.8% |
| 7D | -23.9% | -16.2% | -7.7% | -20.4% |
| 30D | -34.0% | -15.7% | -18.3% | -31.3% |
| 3M | -21.9% | +24.9% | -46.8% | -26.4% |
| 6M | +24.6% | +52.7% | -28.1% | +11.6% |
| YTD | +31.7% | +131.9% | -100.2% | +5.1% |
| 1Y | -6.2% | +96.6% | -102.8% | -21.6% |
| 3Y | +125.1% | +163.8% | -38.7% | +69.6% |
| All | -6.4% | +527.1% | -533.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling