-3.1%
DDOG vs MAR
+178.7%
-181.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.2% |
| 7D | -2.3% | +1.0% | -3.3% | -2.9% |
| 30D | -35.8% | +16.2% | -52.0% | -42.4% |
| 3M | -25.3% | +23.1% | -48.3% | -35.5% |
| 6M | -8.9% | +22.0% | -30.8% | -22.6% |
| YTD | +35.6% | +39.2% | -3.6% | +2.2% |
| 1Y | -6.8% | +48.3% | -55.1% | -33.6% |
| 3Y | +77.9% | +123.4% | -45.5% | -14.2% |
| 5Y | -3.1% | +185.4% | -188.5% | -61.4% |
| All | -3.1% | +178.7% | -181.8% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling