+61.6%
DDOG vs MTZ
+30.9%
+30.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -10.1% | -1.6% | -8.6% | -10.1% |
| 30D | -24.8% | -11.1% | -13.7% | -24.6% |
| 3M | -12.6% | -36.7% | +24.1% | -13.2% |
| 6M | +79.9% | -21.9% | +101.9% | +68.4% |
| YTD | +56.6% | +9.1% | +47.5% | +36.6% |
| 1Y | +61.6% | +30.0% | +31.6% | +42.4% |
| All | +61.6% | +30.9% | +30.7% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling