+490.5%
DDOG vs MTB
+88.8%
+401.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +3.2% | -0.4% | +3.7% | +3.3% |
| 30D | -10.2% | -4.6% | -5.6% | -9.3% |
| 3M | -2.6% | +7.4% | -10.0% | -4.0% |
| 6M | +80.1% | +18.7% | +61.5% | +73.4% |
| YTD | +63.0% | +21.1% | +42.0% | +56.3% |
| 1Y | +59.4% | +24.1% | +35.3% | +51.8% |
| 3Y | +127.0% | +115.3% | +11.7% | +94.7% |
| 5Y | +61.7% | +106.0% | -44.4% | +43.8% |
| All | +490.5% | +88.8% | +401.7% | +412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MTB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling