+53.9%
MCD vs DDOG
+357.0%
-303.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -2.7% |
| 7D | -1.9% | -2.3% | +0.4% | -1.9% |
| 30D | +16.6% | -35.8% | +52.4% | +18.5% |
| 3M | +0.9% | -25.3% | +26.2% | +1.7% |
| 6M | +1.5% | -8.9% | +10.3% | +0.9% |
| YTD | -8.3% | +35.6% | -43.9% | -11.2% |
| 1Y | -8.1% | -6.8% | -1.3% | -9.1% |
| 3Y | +10.3% | +77.9% | -67.6% | +3.2% |
| 5Y | +23.4% | -3.1% | +26.6% | +18.4% |
| All | +53.9% | +357.0% | -303.1% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling