+73.1%
MA vs DDOG
+54.1%
+19.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -2.7% | -10.1% | +7.4% | -1.4% |
| 30D | +1.5% | -24.8% | +26.3% | +4.9% |
| 3M | +20.4% | -12.6% | +33.0% | +21.5% |
| 6M | +11.1% | +79.9% | -68.8% | -0.3% |
| YTD | +2.0% | +56.6% | -54.6% | -7.2% |
| 1Y | -2.2% | +61.6% | -63.7% | -12.3% |
| 3Y | +41.9% | +117.9% | -76.0% | +16.4% |
| All | +73.1% | +54.1% | +19.0% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling