+489.1%
DDOG vs MAR
+169.6%
+319.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | -8.2% | -5.4% | -2.8% | -6.4% |
| 3M | -5.6% | -15.5% | +9.9% | -0.2% |
| 6M | +73.5% | +3.0% | +70.6% | +68.6% |
| YTD | +62.7% | +8.5% | +54.1% | +54.9% |
| 1Y | +59.0% | +26.0% | +33.0% | +42.3% |
| 3Y | +117.1% | +68.6% | +48.5% | +75.1% |
| 5Y | +61.3% | +157.4% | -96.1% | +18.8% |
| All | +489.1% | +169.6% | +319.5% | +374.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling