-52.9%
DKNG vs MLM
+29.9%
-82.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.9% |
| 7D | -11.7% | -2.9% | -8.9% | -9.7% |
| 30D | -1.1% | +10.4% | -11.5% | -8.3% |
| 3M | -20.2% | -3.7% | -16.5% | -17.8% |
| 6M | -24.1% | -10.3% | -13.9% | -19.2% |
| YTD | -43.8% | -14.8% | -29.0% | -39.6% |
| 1Y | -36.6% | -13.9% | -22.7% | -32.6% |
| 3Y | -44.7% | +18.4% | -63.1% | -58.7% |
| 5Y | -52.9% | +31.8% | -84.7% | -70.8% |
| All | -52.9% | +29.9% | -82.8% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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