+19.1%
MA vs DDOG
-7.2%
+26.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.2% |
| 7D | -1.8% | -2.3% | +0.5% | -1.7% |
| 30D | +11.0% | -35.8% | +46.9% | +12.5% |
| 3M | +17.9% | -25.3% | +43.1% | +18.4% |
| 6M | +33.2% | -8.9% | +42.0% | +31.0% |
| YTD | +16.5% | +35.6% | -19.1% | +8.2% |
| 1Y | +19.1% | -6.8% | +25.9% | +14.9% |
| All | +19.1% | -7.2% | +26.3% | +14.9% |
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