+365.0%
DDOG vs MPWR
+648.3%
-283.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -10.3% | +2.8% | -3.2% |
| 7D | -34.3% | -5.6% | -28.7% | -32.7% |
| 30D | -37.2% | -23.2% | -14.0% | -29.9% |
| 3M | -38.3% | -15.8% | -22.6% | -34.4% |
| 6M | +19.8% | -28.5% | +48.4% | +30.9% |
| YTD | +28.4% | +25.5% | +2.9% | +3.7% |
| 1Y | +12.7% | +13.9% | -1.2% | -5.1% |
| 3Y | +112.8% | +134.6% | -21.7% | +2.3% |
| 5Y | -5.9% | +114.8% | -120.7% | -55.3% |
| All | +365.0% | +648.3% | -283.3% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling