+59.9%
DDOG vs MTB
+103.4%
-43.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.3% | +7.2% |
| 7D | +7.7% | +1.1% | +6.6% | +7.3% |
| 30D | -13.6% | -4.6% | -9.0% | -12.1% |
| 3M | -0.9% | +6.3% | -7.2% | -3.3% |
| 6M | +75.2% | +15.6% | +59.6% | +64.5% |
| YTD | +65.7% | +20.6% | +45.1% | +52.7% |
| 1Y | +60.4% | +22.5% | +37.8% | +46.4% |
| 3Y | +130.7% | +114.4% | +16.2% | +64.6% |
| 5Y | +59.9% | +101.9% | -42.0% | +36.1% |
| All | +59.9% | +103.4% | -43.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling