+376.8%
DDOG vs MPWR
+687.3%
-310.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +0.3% |
| 7D | -23.9% | -1.7% | -22.2% | -23.3% |
| 30D | -34.0% | -16.5% | -17.5% | -28.8% |
| 3M | -21.9% | -12.3% | -9.6% | -18.3% |
| 6M | +24.6% | -27.7% | +52.3% | +35.7% |
| YTD | +31.7% | +32.0% | -0.3% | +4.0% |
| 1Y | -6.2% | +25.1% | -31.3% | -24.0% |
| 3Y | +125.1% | +146.5% | -21.4% | +5.9% |
| 5Y | -3.5% | +126.0% | -129.5% | -55.1% |
| All | +376.8% | +687.3% | -310.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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