-0.8%
DDOG vs MULL
+345.2%
-346.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | +5.6% | +43.3% | -37.6% | +2.5% |
| 30D | -34.9% | -37.4% | +2.5% | -33.4% |
| 3M | -23.4% | -36.8% | +13.4% | -21.9% |
| 6M | -7.7% | -36.9% | +29.1% | -9.1% |
| YTD | +35.6% | +250.7% | -215.0% | +10.7% |
| All | -0.8% | +345.2% | -346.0% | -24.4% |
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