+115.3%
DDOG vs MAR
+68.8%
+46.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.2% |
| 7D | -6.1% | -1.7% | -4.4% | -5.3% |
| 30D | -10.1% | -6.9% | -3.2% | -7.3% |
| 3M | -9.3% | -15.8% | +6.6% | -2.2% |
| 6M | +67.2% | +1.9% | +65.2% | +57.8% |
| YTD | +54.6% | +6.6% | +48.0% | +41.8% |
| 1Y | +54.1% | +23.7% | +30.4% | +26.2% |
| 3Y | +115.3% | +64.6% | +50.7% | +25.9% |
| All | +115.3% | +68.8% | +46.5% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling