+467.1%
DDOG vs MXL
+176.8%
+290.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -2.0% |
| 7D | -10.1% | +1.6% | -11.8% | -10.6% |
| 30D | -24.8% | -7.0% | -17.8% | -24.6% |
| 3M | -12.6% | -33.4% | +20.8% | -9.8% |
| 6M | +79.9% | +260.2% | -180.2% | +9.2% |
| YTD | +56.6% | +260.0% | -203.4% | -5.8% |
| 1Y | +61.6% | +303.5% | -241.9% | -7.6% |
| 3Y | +117.9% | +160.4% | -42.6% | +20.2% |
| 5Y | +54.2% | +14.7% | +39.5% | +11.1% |
| All | +467.1% | +176.8% | +290.3% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling