+146.5%
MA vs DDOG
+357.1%
-210.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -0.5% | +5.6% | -6.2% | -1.2% |
| 30D | +7.9% | -34.9% | +42.8% | +13.6% |
| 3M | +16.8% | -23.4% | +40.2% | +19.7% |
| 6M | +31.0% | -7.7% | +38.7% | +29.2% |
| YTD | +15.0% | +35.6% | -20.6% | +5.3% |
| 1Y | +17.0% | -3.4% | +20.4% | +12.9% |
| 3Y | +68.5% | +78.0% | -9.5% | +42.1% |
| 5Y | +85.0% | -4.4% | +89.4% | +62.8% |
| All | +146.5% | +357.1% | -210.6% | +44.4% |
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