+467.1%
DDOG vs MUB
+9.4%
+457.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -10.1% | -0.9% | -9.3% | -9.0% |
| 30D | -24.8% | -1.4% | -23.4% | -23.2% |
| 3M | -12.6% | -2.2% | -10.4% | -9.8% |
| 6M | +79.9% | -1.9% | +81.8% | +85.1% |
| YTD | +56.6% | -0.8% | +57.4% | +58.6% |
| 1Y | +61.6% | +2.7% | +58.8% | +56.0% |
| 3Y | +117.9% | +8.6% | +109.3% | +91.7% |
| 5Y | +54.2% | +2.0% | +52.2% | +45.9% |
| All | +467.1% | +9.4% | +457.7% | +467.1% |
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