-21.5%
DDOG vs MUZ
-37.9%
+16.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.4% |
| 7D | -19.1% | +23.6% | -42.7% | -17.0% |
| 30D | -39.2% | +61.9% | -101.1% | -37.0% |
| 3M | -31.6% | -4.0% | -27.6% | -29.1% |
| All | -21.5% | -37.9% | +16.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 3y: compounded portfolio wealth divided by compounded MUZ 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…
3y analysis · Full analysis span regression · Available span rolling