+121.1%
DDOG vs MTZ
+160.8%
-39.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.4% | +7.6% |
| 7D | +7.7% | +2.3% | +5.4% | +7.0% |
| 30D | -13.6% | -10.3% | -3.3% | -11.7% |
| 3M | -0.9% | -31.8% | +30.9% | +5.8% |
| 6M | +75.2% | -19.2% | +94.4% | +73.7% |
| YTD | +65.7% | +10.7% | +54.9% | +47.6% |
| 1Y | +60.4% | +37.5% | +22.8% | +32.1% |
| All | +121.1% | +160.8% | -39.6% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling