+391.2%
DDOG vs MET
+170.5%
+220.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | +5.6% | +2.1% | +3.5% | +5.0% |
| 30D | -34.9% | +1.8% | -36.7% | -35.3% |
| 3M | -23.4% | +6.0% | -29.4% | -24.8% |
| 6M | -7.7% | +31.1% | -38.9% | -15.2% |
| YTD | +35.6% | +32.6% | +3.1% | +24.1% |
| 1Y | -3.4% | +30.5% | -33.8% | -11.3% |
| 3Y | +78.0% | +83.6% | -5.6% | +48.3% |
| 5Y | -4.4% | +84.2% | -88.6% | -20.1% |
| All | +391.2% | +170.5% | +220.8% | +269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling