+467.1%
DDOG vs MLM
+100.9%
+366.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -10.1% | -2.9% | -7.2% | -9.2% |
| 30D | -24.8% | -6.8% | -18.0% | -22.6% |
| 3M | -12.6% | -11.2% | -1.4% | -9.2% |
| 6M | +79.9% | -21.8% | +101.8% | +95.2% |
| YTD | +56.6% | -17.0% | +73.6% | +64.4% |
| 1Y | +61.6% | -16.4% | +77.9% | +68.7% |
| 3Y | +117.9% | +14.5% | +103.4% | +94.6% |
| 5Y | +54.2% | +41.7% | +12.5% | +26.7% |
| All | +467.1% | +100.9% | +366.2% | +378.8% |
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