+19.8%
DDOG vs MET
+35.0%
-15.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.2% | -16.6% | -14.0% |
| 7D | -32.2% | +3.9% | -36.1% | -31.7% |
| 30D | -31.7% | +6.8% | -38.6% | -31.1% |
| 3M | -34.5% | +7.7% | -42.2% | -33.7% |
| 6M | +28.7% | +32.9% | -4.3% | +27.7% |
| YTD | +38.8% | +33.9% | +4.9% | +34.6% |
| 1Y | +19.8% | +33.0% | -13.2% | +16.0% |
| All | +19.8% | +35.0% | -15.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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