+365.0%
DDOG vs MLM
+106.0%
+259.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.2% | -2.3% | -5.6% |
| 7D | -34.3% | -1.2% | -33.1% | -34.2% |
| 30D | -37.2% | +7.9% | -45.2% | -39.4% |
| 3M | -38.3% | -4.5% | -33.9% | -37.6% |
| 6M | +19.8% | -12.6% | +32.5% | +23.7% |
| YTD | +28.4% | -14.9% | +43.3% | +32.5% |
| 1Y | +12.7% | -13.1% | +25.7% | +15.1% |
| 3Y | +112.8% | +21.2% | +91.6% | +84.6% |
| 5Y | -5.9% | +32.0% | -37.9% | -22.8% |
| All | +365.0% | +106.0% | +259.0% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling