+467.1%
DDOG vs MTB
+89.4%
+377.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -10.1% | +1.7% | -11.9% | -10.5% |
| 30D | -24.8% | -4.2% | -20.6% | -24.2% |
| 3M | -12.6% | +8.9% | -21.5% | -14.1% |
| 6M | +79.9% | +10.9% | +69.1% | +75.7% |
| YTD | +56.6% | +21.5% | +35.1% | +50.0% |
| 1Y | +61.6% | +21.9% | +39.7% | +54.4% |
| 3Y | +117.9% | +109.2% | +8.6% | +87.7% |
| 5Y | +54.2% | +102.0% | -47.7% | +37.2% |
| All | +467.1% | +89.4% | +377.6% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling