+490.5%
DDOG vs MMM
+48.4%
+442.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.4% |
| 7D | +3.2% | -3.2% | +6.5% | +4.0% |
| 30D | -10.2% | -10.7% | +0.5% | -7.8% |
| 3M | -2.6% | +4.3% | -6.9% | -3.9% |
| 6M | +80.1% | +5.9% | +74.2% | +76.4% |
| YTD | +63.0% | +3.2% | +59.9% | +60.3% |
| 1Y | +59.4% | +8.0% | +51.4% | +54.4% |
| 3Y | +127.0% | +99.1% | +27.9% | +82.3% |
| 5Y | +61.7% | +25.7% | +35.9% | +39.3% |
| All | +490.5% | +48.4% | +442.0% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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