+63.6%
DDOG vs MXL
+40.1%
+23.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -1.7% |
| 7D | +3.9% | +18.9% | -15.0% | +0.4% |
| 30D | -8.2% | +0.3% | -8.5% | -8.8% |
| 3M | -5.6% | -8.0% | +2.5% | -8.5% |
| 6M | +73.5% | +341.2% | -267.7% | +2.7% |
| YTD | +62.7% | +327.8% | -265.2% | -4.0% |
| 1Y | +59.0% | +364.9% | -305.9% | -10.0% |
| 3Y | +117.1% | +229.2% | -112.1% | +13.5% |
| All | +63.6% | +40.1% | +23.5% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling