+376.8%
DDOG vs MLM
+102.2%
+274.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.2% |
| 7D | -23.9% | -4.1% | -19.8% | -22.9% |
| 30D | -34.0% | +8.2% | -42.2% | -36.4% |
| 3M | -21.9% | -3.6% | -18.3% | -21.5% |
| 6M | +24.6% | -15.6% | +40.1% | +30.4% |
| YTD | +31.7% | -16.4% | +48.1% | +36.8% |
| 1Y | -6.2% | -14.3% | +8.2% | -3.7% |
| 3Y | +125.1% | +19.3% | +105.8% | +96.3% |
| 5Y | -3.5% | +29.6% | -33.1% | -20.3% |
| All | +376.8% | +102.2% | +274.6% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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