+1,315.7%
MU vs DOC
-24.5%
+1,340.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.7% |
| 7D | +9.0% | -1.5% | +10.5% | +9.5% |
| 30D | +13.8% | -4.8% | +18.6% | +15.7% |
| 3M | +2.1% | +6.9% | -4.8% | -1.3% |
| 6M | +153.8% | +20.7% | +133.1% | +132.4% |
| YTD | +256.4% | +34.1% | +222.2% | +210.6% |
| 1Y | +719.8% | +22.6% | +697.1% | +641.4% |
| 3Y | +1,360.4% | +20.8% | +1,339.5% | +1,218.9% |
| All | +1,315.7% | -24.5% | +1,340.2% | +1,494.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling