-38.7%
DOCS vs MUB
+3.6%
-42.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.2% |
| 7D | -0.8% | +0.7% | -1.5% | -2.4% |
| 30D | +17.4% | +4.4% | +13.0% | +6.4% |
| 3M | +57.4% | -0.2% | +57.5% | +58.1% |
| 6M | +26.5% | -0.6% | +27.2% | +28.4% |
| YTD | -26.6% | +0.3% | -26.9% | -27.2% |
| 1Y | -48.1% | +0.8% | -48.8% | -49.0% |
| 3Y | +52.6% | +12.0% | +40.6% | +14.1% |
| 5Y | -52.1% | +3.4% | -55.5% | -56.5% |
| All | -38.7% | +3.6% | -42.3% | -47.2% |
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