+49.5%
DDOG vs MULL
+1,303.2%
-1,253.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.4% |
| 7D | +5.6% | +43.3% | -37.6% | +1.6% |
| 30D | -34.9% | -37.4% | +2.5% | -32.5% |
| 3M | -23.4% | -36.8% | +13.4% | -21.3% |
| 6M | -7.7% | -36.9% | +29.1% | -11.0% |
| YTD | +35.6% | +250.7% | -215.0% | +0.6% |
| 1Y | -3.4% | +337.6% | -341.0% | -31.7% |
| All | +49.5% | +1,303.2% | -1,253.7% | -21.1% |
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