+125.1%
DDOG vs MLM
+18.7%
+106.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +2.8% |
| 7D | -23.9% | -4.1% | -19.8% | -23.4% |
| 30D | -34.0% | +8.2% | -42.2% | -35.3% |
| 3M | -21.9% | -3.6% | -18.3% | -21.5% |
| 6M | +24.6% | -15.6% | +40.1% | +28.4% |
| YTD | +31.7% | -16.4% | +48.1% | +34.3% |
| 1Y | -6.2% | -14.3% | +8.2% | -5.5% |
| 3Y | +125.1% | +19.3% | +105.8% | +76.0% |
| All | +125.1% | +18.7% | +106.4% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling