+66.4%
DOCN vs MUB
+4.7%
+61.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.4% | -16.3% | -16.7% |
| 7D | -29.3% | +0.9% | -30.2% | -30.8% |
| 30D | -46.0% | +3.8% | -49.8% | -50.2% |
| 3M | -43.2% | -0.7% | -42.5% | -42.4% |
| 6M | -53.7% | -0.8% | -52.9% | -53.0% |
| YTD | +46.9% | 0.0% | +47.0% | +46.7% |
| 1Y | +54.3% | +0.6% | +53.7% | +52.0% |
| 3Y | +185.5% | +11.4% | +174.2% | +113.2% |
| 5Y | -31.1% | +3.1% | -34.2% | -41.8% |
| All | +66.4% | +4.7% | +61.7% | +20.4% |
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