+21.6%
MCD vs DDOG
+54.1%
-32.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.5% |
| 7D | -2.8% | -10.1% | +7.3% | -2.7% |
| 30D | -6.0% | -24.8% | +18.8% | -5.6% |
| 3M | -5.6% | -12.6% | +7.0% | -5.5% |
| 6M | -21.9% | +79.9% | -101.8% | -23.1% |
| YTD | -14.7% | +56.6% | -71.3% | -15.9% |
| 1Y | -17.3% | +61.6% | -78.8% | -18.7% |
| 3Y | -2.2% | +117.9% | -120.0% | -5.9% |
| All | +21.6% | +54.1% | -32.5% | +17.1% |
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