+29.9%
MCHP vs DDOG
+19.2%
+10.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.4% | +11.1% | -2.6% |
| 7D | -5.4% | -32.2% | +26.8% | -3.9% |
| 30D | -7.5% | -31.7% | +24.2% | -6.1% |
| 3M | -6.0% | -34.5% | +28.5% | -4.7% |
| 6M | -20.1% | +28.7% | -48.7% | -18.5% |
| YTD | +20.2% | +38.8% | -18.5% | +22.1% |
| 1Y | +29.9% | +19.8% | +10.1% | +31.4% |
| All | +29.9% | +19.2% | +10.7% | +31.4% |
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