+390.4%
DDOG vs MO
+231.0%
+159.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.1% |
| 7D | +2.9% | +3.3% | -0.5% | +2.9% |
| 30D | -31.6% | +7.5% | -39.2% | -31.6% |
| 3M | -27.0% | +22.8% | -49.8% | -27.1% |
| 6M | -10.3% | +13.4% | -23.7% | -10.3% |
| YTD | +35.4% | +43.0% | -7.6% | +32.2% |
| 1Y | -1.0% | +45.2% | -46.2% | -3.5% |
| 3Y | +76.7% | +145.5% | -68.9% | +55.6% |
| 5Y | -4.6% | +157.1% | -161.7% | -18.4% |
| All | +390.4% | +231.0% | +159.4% | +189.3% |
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