-3.9%
MCD vs DDOG
+19.2%
-23.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -14.4% | +21.0% | +5.6% |
| 7D | +11.9% | -32.2% | +44.1% | +9.7% |
| 30D | +20.2% | -31.7% | +52.0% | +18.1% |
| 3M | +5.2% | -34.5% | +39.7% | +3.3% |
| 6M | 0.0% | +28.7% | -28.6% | +1.3% |
| YTD | -6.5% | +38.8% | -45.3% | -5.1% |
| 1Y | -3.9% | +19.8% | -23.8% | -3.6% |
| All | -3.9% | +19.2% | -23.1% | -3.6% |
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