+822.0%
MU vs DOCS
-54.0%
+875.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.3% | -13.2% | -16.8% |
| 7D | -29.7% | -1.3% | -28.4% | -29.6% |
| 30D | -37.2% | +19.4% | -56.6% | -38.8% |
| 3M | -26.5% | +53.4% | -79.9% | -31.9% |
| 6M | +2.6% | +28.8% | -26.2% | -3.4% |
| YTD | +130.1% | -25.1% | +155.2% | +138.1% |
| 1Y | +176.7% | -48.1% | +224.8% | +206.6% |
| 3Y | +813.1% | +51.4% | +761.7% | +666.1% |
| 5Y | +822.0% | -51.1% | +873.1% | +798.7% |
| All | +822.0% | -54.0% | +875.9% | +798.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling