+375.1%
DDOG vs MLM
+106.1%
+269.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -19.1% | -2.9% | -16.2% | -18.3% |
| 30D | -39.2% | +10.4% | -49.6% | -41.8% |
| 3M | -31.6% | -3.7% | -27.9% | -31.2% |
| 6M | -10.9% | -10.3% | -0.6% | -8.7% |
| YTD | +31.2% | -14.8% | +46.0% | +35.3% |
| 1Y | -10.7% | -13.9% | +3.2% | -8.4% |
| 3Y | +72.1% | +18.4% | +53.7% | +50.8% |
| 5Y | -5.5% | +31.8% | -37.3% | -22.5% |
| All | +375.1% | +106.1% | +269.0% | +294.2% |
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