+711.1%
MU vs DOCN
+70.4%
+640.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -15.9% | -1.6% | -12.6% |
| 7D | -29.7% | -29.3% | -0.5% | -21.6% |
| 30D | -37.2% | -46.0% | +8.8% | -24.4% |
| 3M | -26.5% | -43.2% | +16.7% | -13.9% |
| 6M | +2.6% | -53.7% | +56.3% | +28.1% |
| YTD | +130.1% | +46.9% | +83.2% | +104.0% |
| 1Y | +176.7% | +54.3% | +122.4% | +142.8% |
| 3Y | +813.1% | +185.5% | +627.6% | +564.4% |
| 5Y | +822.0% | -31.1% | +853.1% | +673.1% |
| All | +711.1% | +70.4% | +640.8% | +517.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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