+489.1%
DDOG vs MTCH
-44.8%
+533.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | +3.9% | +1.3% | +2.6% | +3.3% |
| 30D | -8.2% | +15.9% | -24.1% | -14.6% |
| 3M | -5.6% | +23.3% | -28.8% | -14.6% |
| 6M | +73.5% | +40.1% | +33.4% | +46.8% |
| YTD | +62.7% | +33.6% | +29.1% | +40.6% |
| 1Y | +59.0% | +14.1% | +44.9% | +47.1% |
| 3Y | +117.1% | +1.4% | +115.7% | +99.2% |
| 5Y | +61.3% | -73.1% | +134.4% | +163.9% |
| All | +489.1% | -44.8% | +533.9% | +641.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling