+55.0%
DDOG vs MLM
+41.9%
+13.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.6% |
| 7D | -10.1% | -2.9% | -7.2% | -8.6% |
| 30D | -24.8% | -6.8% | -18.0% | -21.3% |
| 3M | -12.6% | -11.2% | -1.4% | -7.3% |
| 6M | +79.9% | -21.8% | +101.8% | +105.1% |
| YTD | +56.6% | -17.0% | +73.6% | +67.9% |
| 1Y | +61.6% | -16.4% | +77.9% | +71.2% |
| 3Y | +117.9% | +14.5% | +103.4% | +63.7% |
| All | +55.0% | +41.9% | +13.1% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling