+83.7%
MCHP vs DDOG
+448.2%
-364.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | +3.9% | -3.8% | -1.0% |
| 30D | -6.0% | -8.2% | +2.1% | -4.3% |
| 3M | -19.7% | -5.6% | -14.1% | -19.8% |
| 6M | +14.0% | +73.5% | -59.5% | -6.5% |
| YTD | +18.4% | +62.7% | -44.2% | -2.6% |
| 1Y | +17.1% | +59.0% | -41.9% | -4.6% |
| 3Y | +0.7% | +117.1% | -116.4% | -27.8% |
| 5Y | +5.1% | +61.3% | -56.2% | -24.8% |
| All | +83.7% | +448.2% | -364.5% | -22.4% |
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 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