+1,409.4%
MU vs DDOG
+345.2%
+1,064.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +5.9% | +6.2% |
| 7D | -12.0% | -16.9% | +4.8% | -7.3% |
| 30D | -28.7% | -38.8% | +10.0% | -18.5% |
| 3M | -16.4% | -23.2% | +6.8% | -10.8% |
| 6M | -1.8% | -10.3% | +8.5% | -0.8% |
| YTD | +157.1% | +32.1% | +125.0% | +126.0% |
| 1Y | +208.5% | -6.1% | +214.6% | +200.4% |
| 3Y | +906.2% | +79.2% | +826.9% | +697.6% |
| 5Y | +893.4% | -8.6% | +902.0% | +756.8% |
| All | +1,409.4% | +345.2% | +1,064.2% | +619.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 10y: compounded portfolio wealth divided by compounded DDOG 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…
10y analysis · Full analysis span regression · 6 months rolling