+467.1%
DDOG vs MTZ
+265.2%
+201.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | -10.1% | -1.6% | -8.6% | -9.8% |
| 30D | -24.8% | -11.1% | -13.7% | -22.8% |
| 3M | -12.6% | -36.7% | +24.1% | -4.6% |
| 6M | +79.9% | -21.9% | +101.9% | +83.4% |
| YTD | +56.6% | +9.1% | +47.5% | +45.6% |
| 1Y | +61.6% | +30.0% | +31.6% | +42.7% |
| 3Y | +117.9% | +138.5% | -20.6% | +58.9% |
| 5Y | +54.2% | +158.3% | -104.1% | +8.0% |
| All | +467.1% | +265.2% | +201.8% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling