+50.6%
DDOG vs MUB
+2.2%
+48.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -6.1% | -0.3% | -5.8% | -5.6% |
| 30D | -10.1% | -1.5% | -8.6% | -7.6% |
| 3M | -9.3% | -1.9% | -7.3% | -5.9% |
| 6M | +67.2% | -1.7% | +68.9% | +72.6% |
| YTD | +54.6% | -0.8% | +55.4% | +57.1% |
| 1Y | +54.1% | +1.5% | +52.6% | +50.7% |
| 3Y | +115.3% | +8.8% | +106.5% | +74.8% |
| 5Y | +50.6% | +2.0% | +48.6% | +48.8% |
| All | +50.6% | +2.2% | +48.4% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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