+125.1%
DDOG vs MMM
+156.3%
-31.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.6% |
| 7D | -23.9% | +6.2% | -30.1% | -24.3% |
| 30D | -34.0% | +14.2% | -48.2% | -35.0% |
| 3M | -21.9% | +2.9% | -24.8% | -22.0% |
| 6M | +24.6% | +27.6% | -3.0% | +20.0% |
| YTD | +31.7% | +17.3% | +14.4% | +28.8% |
| 1Y | -6.2% | +15.1% | -21.3% | -7.8% |
| 3Y | +125.1% | +157.1% | -32.1% | +113.3% |
| All | +125.1% | +156.3% | -31.2% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling