+121.1%
DDOG vs MXL
+209.6%
-88.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.5% | -0.4% | +6.4% |
| 7D | +7.7% | +19.0% | -11.3% | +5.8% |
| 30D | -13.6% | +4.5% | -18.1% | -14.2% |
| 3M | -0.9% | -1.5% | +0.6% | -3.1% |
| 6M | +75.2% | +348.6% | -273.4% | +32.5% |
| YTD | +65.7% | +310.3% | -244.6% | +26.3% |
| 1Y | +60.4% | +344.7% | -284.3% | +19.6% |
| All | +121.1% | +209.6% | -88.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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