+61.6%
DDOG vs MAR
+27.3%
+34.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.8% |
| 7D | -10.1% | -4.2% | -6.0% | -10.4% |
| 30D | -24.8% | -6.7% | -18.1% | -25.1% |
| 3M | -12.6% | -12.5% | -0.1% | -12.7% |
| 6M | +79.9% | +0.6% | +79.4% | +72.3% |
| YTD | +56.6% | +9.1% | +47.5% | +50.8% |
| 1Y | +61.6% | +26.2% | +35.4% | +55.5% |
| All | +61.6% | +27.3% | +34.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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