+855.4%
MU vs DDOG
+116.2%
+739.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.4% |
| 7D | -22.0% | -23.9% | +1.9% | -15.6% |
| 30D | -36.6% | -34.0% | -2.6% | -28.8% |
| 3M | -21.7% | -21.9% | +0.2% | -16.5% |
| 6M | +3.5% | +24.6% | -21.0% | -5.5% |
| YTD | +141.9% | +31.7% | +110.3% | +112.9% |
| 1Y | +189.8% | -6.2% | +196.0% | +191.2% |
| 3Y | +855.4% | +125.1% | +730.3% | +645.7% |
| All | +855.4% | +116.2% | +739.2% | +645.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling