+796.0%
MU vs DOCN
+91.6%
+704.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | -15.2% | -12.1% | -3.1% | -11.3% |
| 30D | -29.5% | -41.0% | +11.5% | -17.3% |
| 3M | -15.8% | -38.7% | +22.9% | -3.5% |
| 6M | -2.9% | -51.5% | +48.6% | +19.1% |
| YTD | +154.2% | +65.3% | +89.0% | +117.4% |
| 1Y | +186.6% | +53.9% | +132.7% | +150.3% |
| 3Y | +871.5% | +215.6% | +655.9% | +585.6% |
| 5Y | +911.7% | -26.2% | +937.8% | +721.9% |
| All | +796.0% | +91.6% | +704.4% | +558.0% |
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