+22.5%
MA vs DDOG
+19.2%
+3.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -14.4% | +18.4% | +4.2% |
| 7D | +10.2% | -32.2% | +42.4% | +11.3% |
| 30D | +19.3% | -31.7% | +51.1% | +20.4% |
| 3M | +18.0% | -34.5% | +52.5% | +19.2% |
| 6M | +33.7% | +28.7% | +5.0% | +28.8% |
| YTD | +18.6% | +38.8% | -20.2% | +11.9% |
| 1Y | +22.5% | +19.8% | +2.7% | +15.8% |
| All | +22.5% | +19.2% | +3.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 1y: compounded portfolio wealth divided by compounded DDOG 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…
1y analysis · Full analysis span regression · 6 months rolling