+72.1%
MA vs DDOG
+116.2%
-44.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.6% |
| 7D | +2.3% | -23.9% | +26.2% | +3.6% |
| 30D | +14.7% | -34.0% | +48.7% | +17.0% |
| 3M | +13.5% | -21.9% | +35.4% | +14.2% |
| 6M | +33.1% | +24.6% | +8.5% | +27.9% |
| YTD | +15.1% | +31.7% | -16.6% | +9.3% |
| 1Y | +18.7% | -6.2% | +24.9% | +15.9% |
| 3Y | +72.1% | +125.1% | -53.0% | +54.5% |
| All | +72.1% | +116.2% | -44.1% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling