+489.1%
DDOG vs MTZ
+270.2%
+218.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.8% | -1.0% |
| 7D | +3.9% | +1.4% | +2.5% | +3.5% |
| 30D | -8.2% | -14.5% | +6.3% | -5.0% |
| 3M | -5.6% | -32.9% | +27.4% | +1.7% |
| 6M | +73.5% | -20.8% | +94.4% | +76.3% |
| YTD | +62.7% | +10.6% | +52.1% | +50.7% |
| 1Y | +59.0% | +27.1% | +31.9% | +41.4% |
| 3Y | +117.1% | +166.1% | -49.0% | +54.3% |
| 5Y | +61.3% | +170.7% | -109.4% | +12.1% |
| All | +489.1% | +270.2% | +218.9% | +277.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling