-17.3%
MCD vs DDOG
+61.3%
-78.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.6% |
| 7D | -2.8% | -10.1% | +7.3% | -3.3% |
| 30D | -6.0% | -24.8% | +18.8% | -7.0% |
| 3M | -5.6% | -12.6% | +7.0% | -6.0% |
| 6M | -21.9% | +79.9% | -101.8% | -18.7% |
| YTD | -14.7% | +56.6% | -71.3% | -12.3% |
| 1Y | -17.3% | +61.6% | -78.8% | -14.4% |
| All | -17.3% | +61.3% | -78.6% | -14.4% |
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 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