+76.7%
DDOG vs MMM
+158.4%
-81.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +2.9% | -0.4% | +3.2% | +2.9% |
| 30D | -31.6% | +12.1% | -43.8% | -32.5% |
| 3M | -27.0% | +1.4% | -28.4% | -26.9% |
| 6M | -10.3% | +26.6% | -36.9% | -13.5% |
| YTD | +35.4% | +16.8% | +18.6% | +32.4% |
| 1Y | -1.0% | +10.1% | -11.1% | -1.8% |
| 3Y | +76.7% | +158.4% | -81.8% | +50.4% |
| All | +76.7% | +158.4% | -81.7% | +50.4% |
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