+83.6%
MCHP vs DDOG
+427.7%
-344.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +1.7% | -10.1% | +11.8% | +4.4% |
| 30D | -4.1% | -24.8% | +20.7% | +2.2% |
| 3M | -22.5% | -12.6% | -9.9% | -20.9% |
| 6M | +7.3% | +79.9% | -72.7% | -13.1% |
| YTD | +18.4% | +56.6% | -38.2% | -1.6% |
| 1Y | +18.1% | +61.6% | -43.4% | -4.4% |
| 3Y | -2.8% | +117.9% | -120.7% | -30.4% |
| 5Y | +5.5% | +54.2% | -48.7% | -23.6% |
| All | +83.6% | +427.7% | -344.1% | -21.6% |
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