+1,958.9%
MU vs DDOG
+421.0%
+1,537.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | +7.2% | -6.1% | +13.2% | +8.8% |
| 30D | +14.0% | -10.1% | +24.1% | +16.5% |
| 3M | +5.4% | -9.3% | +14.6% | +6.1% |
| 6M | +170.3% | +67.2% | +103.1% | +125.6% |
| YTD | +250.7% | +54.6% | +196.1% | +195.2% |
| 1Y | +662.1% | +54.1% | +608.0% | +538.8% |
| 3Y | +1,341.2% | +115.3% | +1,225.9% | +973.9% |
| 5Y | +1,319.3% | +50.6% | +1,268.7% | +981.5% |
| All | +1,958.9% | +421.0% | +1,537.9% | +839.4% |
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