+83,071.7%
MU vs DOC
+2,934.4%
+80,137.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -8.3% |
| 7D | -19.1% | +8.7% | -27.9% | -22.1% |
| 30D | -25.2% | +7.6% | -32.9% | -28.0% |
| 3M | -10.9% | -5.3% | -5.6% | -9.6% |
| 6M | +38.0% | +27.6% | +10.4% | +21.7% |
| YTD | +178.8% | +32.4% | +146.4% | +140.5% |
| 1Y | +265.1% | +22.9% | +242.3% | +224.8% |
| 3Y | +1,006.2% | +43.1% | +963.1% | +804.5% |
| 5Y | +1,027.5% | -21.4% | +1,048.9% | +1,080.1% |
| 10Y | +4,789.9% | +16.8% | +4,773.1% | +3,946.6% |
| All | +83,071.7% | +2,934.4% | +80,137.3% | +20,237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling