-51.1%
DOCS vs MUB
+3.2%
-54.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -5.3% |
| 7D | -1.3% | +0.9% | -2.3% | -3.5% |
| 30D | +19.4% | +3.8% | +15.6% | +9.5% |
| 3M | +53.4% | -0.7% | +54.1% | +56.0% |
| 6M | +28.8% | -0.8% | +29.5% | +31.2% |
| YTD | -25.1% | 0.0% | -25.0% | -25.0% |
| 1Y | -48.1% | +0.6% | -48.8% | -48.9% |
| 3Y | +51.4% | +11.4% | +40.0% | +14.1% |
| 5Y | -51.1% | +3.1% | -54.2% | -53.2% |
| All | -51.1% | +3.2% | -54.3% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling