+64.3%
DDOG vs MO
+96.6%
-32.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.1% |
| 7D | +7.7% | -2.4% | +10.1% | +7.1% |
| 30D | -13.6% | +3.6% | -17.2% | -12.9% |
| 3M | -0.9% | -3.7% | +2.8% | -1.3% |
| 6M | +75.2% | +4.5% | +70.7% | +77.4% |
| YTD | +65.7% | +21.5% | +44.1% | +70.2% |
| 1Y | +60.4% | +9.5% | +50.9% | +63.6% |
| 3Y | +130.7% | +93.6% | +37.1% | +139.3% |
| All | +64.3% | +96.6% | -32.4% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 5y: compounded portfolio wealth divided by compounded MO 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…
5y analysis · Full analysis span regression · 6 months rolling