+76.9%
DDOG vs MTB
+105.4%
-28.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | -2.3% | -2.0% | -0.3% | -1.7% |
| 30D | -35.8% | +0.1% | -36.0% | -35.9% |
| 3M | -25.3% | -12.1% | -13.2% | -22.5% |
| 6M | -8.9% | +7.3% | -16.2% | -11.3% |
| YTD | +35.6% | +11.5% | +24.1% | +29.0% |
| 1Y | -6.8% | +21.3% | -28.1% | -14.5% |
| All | +76.9% | +105.4% | -28.5% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling