+375.1%
DDOG vs MUB
+10.2%
+364.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -19.1% | +0.6% | -19.7% | -19.9% |
| 30D | -39.2% | +3.4% | -42.6% | -42.1% |
| 3M | -31.6% | -0.7% | -30.9% | -31.0% |
| 6M | -10.9% | -1.0% | -9.9% | -9.7% |
| YTD | +31.2% | 0.0% | +31.2% | +31.2% |
| 1Y | -10.7% | +0.4% | -11.1% | -11.2% |
| 3Y | +72.1% | +10.5% | +61.6% | +47.1% |
| 5Y | -5.5% | +3.1% | -8.6% | -12.1% |
| All | +375.1% | +10.2% | +364.9% | +369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling