+467.1%
DDOG vs MET
+157.6%
+309.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | -10.1% | +1.2% | -11.3% | -10.5% |
| 30D | -24.8% | +1.4% | -26.2% | -25.3% |
| 3M | -12.6% | +17.7% | -30.3% | -17.0% |
| 6M | +79.9% | +35.0% | +45.0% | +63.8% |
| YTD | +56.6% | +26.3% | +30.3% | +45.5% |
| 1Y | +61.6% | +22.8% | +38.8% | +50.8% |
| 3Y | +117.9% | +65.9% | +51.9% | +86.9% |
| 5Y | +54.2% | +85.4% | -31.1% | +29.7% |
| All | +467.1% | +157.6% | +309.4% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling