-3.4%
DDOG vs MTB
+21.0%
-24.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +5.6% | 0.0% | +5.6% | +5.7% |
| 30D | -34.9% | +0.8% | -35.7% | -34.7% |
| 3M | -23.4% | -12.8% | -10.7% | -24.9% |
| 6M | -7.7% | +6.7% | -14.4% | -4.7% |
| YTD | +35.6% | +11.3% | +24.3% | +39.7% |
| 1Y | -3.4% | +20.2% | -23.5% | -2.8% |
| All | -3.4% | +21.0% | -24.4% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling