+70.5%
DOCN vs MUB
+4.8%
+65.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | -19.2% | +0.7% | -19.9% | -20.4% |
| 30D | -43.1% | +4.4% | -47.4% | -48.1% |
| 3M | -40.7% | -0.4% | -40.3% | -40.2% |
| 6M | -55.0% | -0.9% | -54.1% | -54.2% |
| YTD | +50.6% | +0.1% | +50.6% | +50.2% |
| 1Y | +54.0% | +0.5% | +53.5% | +52.1% |
| 3Y | +203.9% | +11.7% | +192.2% | +125.1% |
| 5Y | -29.4% | +3.2% | -32.5% | -40.5% |
| All | +70.5% | +4.8% | +65.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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