+3,773.6%
MU vs DOC
+14.9%
+3,758.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.2% | -17.2% | -17.4% |
| 7D | -29.7% | +6.2% | -36.0% | -31.4% |
| 30D | -37.2% | +6.5% | -43.7% | -39.0% |
| 3M | -26.5% | -6.2% | -20.3% | -25.2% |
| 6M | +2.6% | +25.6% | -23.0% | -8.3% |
| YTD | +130.1% | +32.1% | +98.1% | +100.3% |
| 1Y | +176.7% | +20.3% | +156.4% | +150.0% |
| 3Y | +813.1% | +42.7% | +770.4% | +653.8% |
| 5Y | +822.0% | -22.2% | +844.1% | +877.8% |
| All | +3,773.6% | +14.9% | +3,758.7% | +3,409.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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