-8.6%
DDOG vs MUB
+3.4%
-12.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.2% |
| 7D | -16.9% | +1.0% | -17.9% | -18.3% |
| 30D | -38.8% | +3.9% | -42.6% | -42.6% |
| 3M | -23.2% | -0.4% | -22.9% | -22.7% |
| 6M | -10.3% | -0.6% | -9.7% | -9.2% |
| YTD | +32.1% | +0.4% | +31.7% | +31.5% |
| 1Y | -6.1% | +0.8% | -6.9% | -7.2% |
| 3Y | +79.2% | +11.3% | +67.9% | +38.5% |
| 5Y | -8.6% | +3.4% | -12.0% | -32.6% |
| All | -8.6% | +3.4% | -12.0% | -32.6% |
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