+3.4%
MCHP vs DDOG
+58.9%
-55.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -2.3% |
| 7D | +0.3% | +7.7% | -7.3% | -1.6% |
| 30D | -9.8% | -13.6% | +3.9% | -6.7% |
| 3M | -19.7% | -0.9% | -18.8% | -20.7% |
| 6M | +13.6% | +75.2% | -61.7% | -7.0% |
| YTD | +16.5% | +65.7% | -49.1% | -4.4% |
| 1Y | +15.7% | +60.4% | -44.7% | -5.9% |
| 3Y | 0.0% | +130.7% | -130.7% | -30.3% |
| All | +3.4% | +58.9% | -55.5% | -28.1% |
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