+1,156.0%
MU vs DOCN
+171.0%
+985.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.3% | +5.3% |
| 7D | +9.0% | +1.1% | +7.8% | +8.6% |
| 30D | +13.8% | -9.6% | +23.4% | +16.7% |
| 3M | +2.1% | -37.7% | +39.8% | +16.7% |
| 6M | +153.8% | +115.2% | +38.6% | +103.3% |
| YTD | +256.4% | +133.7% | +122.7% | +176.4% |
| 1Y | +719.8% | +250.2% | +469.6% | +473.2% |
| 3Y | +1,360.4% | +320.3% | +1,040.1% | +840.0% |
| 5Y | +1,312.4% | +53.1% | +1,259.3% | +901.3% |
| All | +1,156.0% | +171.0% | +985.0% | +736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling