+76.7%
DDOG vs MXL
+237.7%
-161.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.5% |
| 7D | +2.9% | +13.4% | -10.6% | +1.2% |
| 30D | -31.6% | -29.2% | -2.4% | -29.2% |
| 3M | -27.0% | -27.2% | +0.2% | -25.2% |
| 6M | -10.3% | -36.4% | +26.1% | -9.0% |
| YTD | +35.4% | +220.0% | -184.6% | +6.8% |
| 1Y | -1.0% | +304.8% | -305.8% | -25.0% |
| 3Y | +76.7% | +238.5% | -161.8% | +17.8% |
| All | +76.7% | +237.7% | -161.0% | +17.8% |
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