+1,992.6%
MU vs DDOG
+427.7%
+1,564.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.3% |
| 7D | +9.0% | -10.1% | +19.1% | +11.9% |
| 30D | +13.8% | -24.8% | +38.6% | +21.2% |
| 3M | +2.1% | -12.6% | +14.7% | +4.0% |
| 6M | +153.8% | +79.9% | +73.9% | +107.3% |
| YTD | +256.4% | +56.6% | +199.8% | +199.0% |
| 1Y | +719.8% | +61.6% | +658.2% | +578.1% |
| 3Y | +1,360.4% | +117.9% | +1,242.5% | +984.7% |
| 5Y | +1,312.4% | +54.2% | +1,258.2% | +969.8% |
| All | +1,992.6% | +427.7% | +1,564.8% | +851.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling