+120.2%
DDOG vs MMM
+106.2%
+14.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | -3.3% | -6.8% | -9.6% |
| 30D | -24.8% | -7.0% | -17.8% | -23.9% |
| 3M | -12.6% | +10.8% | -23.4% | -14.3% |
| 6M | +79.9% | +5.8% | +74.2% | +77.9% |
| YTD | +56.6% | +6.8% | +49.8% | +54.2% |
| 1Y | +61.6% | +10.4% | +51.2% | +57.5% |
| All | +120.2% | +106.2% | +14.1% | +85.4% |
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