+70.4%
DDOG vs MULL
+2,481.0%
-2,410.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.0% |
| 7D | -6.1% | +14.0% | -20.1% | -7.2% |
| 30D | -10.1% | +24.8% | -34.9% | -12.1% |
| 3M | -9.3% | -16.1% | +6.8% | -12.0% |
| 6M | +67.2% | +330.9% | -263.7% | +29.2% |
| YTD | +54.6% | +545.0% | -490.4% | +9.8% |
| 1Y | +54.1% | +2,427.1% | -2,373.1% | -13.5% |
| All | +70.4% | +2,481.0% | -2,410.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling