+147.7%
MA vs DDOG
+345.2%
-197.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.3% | -16.9% | +16.5% | +1.9% |
| 30D | +11.3% | -38.8% | +50.1% | +18.1% |
| 3M | +16.7% | -23.2% | +39.9% | +19.4% |
| 6M | +32.8% | -10.3% | +43.0% | +31.5% |
| YTD | +15.6% | +32.1% | -16.5% | +6.2% |
| 1Y | +19.6% | -6.1% | +25.7% | +15.7% |
| 3Y | +72.1% | +79.2% | -7.1% | +44.9% |
| 5Y | +96.0% | -8.6% | +104.7% | +73.6% |
| All | +147.7% | +345.2% | -197.4% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling