+19.8%
DDOG vs MULL
+444.9%
-425.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -13.8% | -0.7% | -13.5% |
| 7D | -32.2% | -35.9% | +3.7% | -30.3% |
| 30D | -31.7% | -47.3% | +15.6% | -29.4% |
| 3M | -34.5% | -30.6% | -3.9% | -33.2% |
| 6M | +28.7% | +13.7% | +15.0% | +22.5% |
| YTD | +38.8% | +272.1% | -233.3% | +15.6% |
| 1Y | +19.8% | +475.1% | -455.3% | -8.6% |
| All | +19.8% | +444.9% | -425.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling