+391.2%
DDOG vs MAR
+242.0%
+149.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +5.6% | +1.8% | +3.9% | +5.0% |
| 30D | -34.9% | +14.3% | -49.2% | -38.2% |
| 3M | -23.4% | +20.0% | -43.4% | -28.5% |
| 6M | -7.7% | +21.7% | -29.5% | -15.2% |
| YTD | +35.6% | +37.7% | -2.1% | +18.2% |
| 1Y | -3.4% | +46.8% | -50.2% | -18.0% |
| 3Y | +78.0% | +121.0% | -43.1% | +29.7% |
| 5Y | -4.4% | +183.1% | -187.5% | -34.4% |
| All | +391.2% | +242.0% | +149.2% | +262.0% |
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