+459.9%
DDOG vs MRNA
+692.4%
-232.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.0% |
| 7D | -6.1% | -9.0% | +3.0% | -5.5% |
| 30D | -10.1% | +137.2% | -147.3% | -21.8% |
| 3M | -9.3% | +194.8% | -204.1% | -24.1% |
| 6M | +67.2% | +167.2% | -100.0% | +41.2% |
| YTD | +54.6% | +375.9% | -321.3% | +18.2% |
| 1Y | +54.1% | +465.2% | -411.1% | +13.9% |
| 3Y | +115.3% | +30.4% | +84.9% | +88.7% |
| 5Y | +50.6% | -66.8% | +117.4% | +46.2% |
| All | +459.9% | +692.4% | -232.5% | +470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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