+54.9%
MCD vs DDOG
+343.7%
-288.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.6% |
| 7D | +7.1% | -23.9% | +31.0% | +8.1% |
| 30D | +19.8% | -34.0% | +53.8% | +21.5% |
| 3M | +0.8% | -21.9% | +22.7% | +1.3% |
| 6M | -1.3% | +24.6% | -25.9% | -3.6% |
| YTD | -7.8% | +31.7% | -39.4% | -10.5% |
| 1Y | -5.0% | -6.2% | +1.2% | -6.0% |
| 3Y | +10.5% | +125.1% | -114.5% | +1.2% |
| 5Y | +22.0% | -3.5% | +25.5% | +16.7% |
| All | +54.9% | +343.7% | -288.9% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling