+467.1%
DDOG vs MO
+185.4%
+281.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -10.1% | +0.3% | -10.5% | -10.2% |
| 30D | -24.8% | +0.6% | -25.4% | -24.8% |
| 3M | -12.6% | -1.0% | -11.6% | -12.7% |
| 6M | +79.9% | +4.3% | +75.6% | +78.9% |
| YTD | +56.6% | +23.3% | +33.3% | +52.9% |
| 1Y | +61.6% | +10.5% | +51.1% | +59.6% |
| 3Y | +117.9% | +96.3% | +21.6% | +94.7% |
| 5Y | +54.2% | +98.9% | -44.7% | +35.7% |
| All | +467.1% | +185.4% | +281.7% | +234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling