+55.0%
DDOG vs MPC
+645.9%
-590.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -10.1% | +5.4% | -15.6% | -11.4% |
| 30D | -24.8% | +31.0% | -55.8% | -29.8% |
| 3M | -12.6% | +46.0% | -58.6% | -20.6% |
| 6M | +79.9% | +77.3% | +2.6% | +54.8% |
| YTD | +56.6% | +141.9% | -85.3% | +23.7% |
| 1Y | +61.6% | +120.9% | -59.3% | +31.2% |
| 3Y | +117.9% | +182.7% | -64.8% | +60.8% |
| All | +55.0% | +645.9% | -590.9% | -11.6% |
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