+60.4%
DDOG vs MMM
+8.6%
+51.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.9% | +9.0% | +6.9% |
| 7D | +7.7% | -2.6% | +10.2% | +7.3% |
| 30D | -13.6% | -9.3% | -4.3% | -14.8% |
| 3M | -0.9% | +5.6% | -6.5% | +0.2% |
| 6M | +75.2% | +9.5% | +65.8% | +78.1% |
| YTD | +65.7% | +4.1% | +61.5% | +70.6% |
| 1Y | +60.4% | +9.4% | +51.0% | +63.7% |
| All | +60.4% | +8.6% | +51.8% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling