+61.7%
DDOG vs MTCH
-72.5%
+134.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +3.2% | -1.4% | +4.7% | +4.0% |
| 30D | -10.2% | +13.6% | -23.8% | -16.3% |
| 3M | -2.6% | +22.4% | -25.0% | -12.7% |
| 6M | +80.1% | +37.2% | +43.0% | +50.9% |
| YTD | +63.0% | +31.8% | +31.2% | +39.3% |
| 1Y | +59.4% | +12.9% | +46.5% | +46.8% |
| 3Y | +127.0% | -1.1% | +128.2% | +109.5% |
| 5Y | +61.7% | -73.5% | +135.2% | +228.0% |
| All | +61.7% | -72.5% | +134.2% | +228.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling