+778.3%
MU vs DOCS
-21.0%
+799.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.4% |
| 7D | -22.0% | -0.8% | -21.2% | -21.9% |
| 30D | -36.6% | +17.4% | -54.0% | -37.9% |
| 3M | -21.7% | +57.4% | -79.1% | -26.8% |
| 6M | +3.5% | +26.5% | -23.0% | -1.4% |
| YTD | +141.9% | -26.6% | +168.5% | +149.2% |
| 1Y | +189.8% | -48.1% | +237.9% | +214.8% |
| 3Y | +855.4% | +52.6% | +802.7% | +738.7% |
| 5Y | +869.2% | -52.1% | +921.3% | +837.5% |
| All | +778.3% | -21.0% | +799.3% | +746.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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