+490.5%
DDOG vs MET
+155.4%
+335.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +3.2% | -2.5% | +5.7% | +3.9% |
| 30D | -10.2% | 0.0% | -10.1% | -10.2% |
| 3M | -2.6% | +13.1% | -15.7% | -6.4% |
| 6M | +80.1% | +39.0% | +41.2% | +62.6% |
| YTD | +63.0% | +25.2% | +37.8% | +51.8% |
| 1Y | +59.4% | +25.6% | +33.7% | +47.8% |
| 3Y | +127.0% | +67.1% | +60.0% | +94.4% |
| 5Y | +61.7% | +85.1% | -23.5% | +36.1% |
| All | +490.5% | +155.4% | +335.0% | +352.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling