+1,315.7%
MU vs DOCS
-73.4%
+1,389.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.8% | +8.9% | +6.5% |
| 7D | +9.0% | -1.4% | +10.4% | +9.2% |
| 30D | +13.8% | +21.8% | -8.0% | +9.5% |
| 3M | +2.1% | +27.3% | -25.2% | -3.1% |
| 6M | +153.8% | -0.3% | +154.1% | +148.6% |
| YTD | +256.4% | -40.5% | +296.9% | +280.8% |
| 1Y | +719.8% | -61.5% | +781.3% | +847.8% |
| 3Y | +1,360.4% | +8.2% | +1,352.2% | +1,215.3% |
| All | +1,315.7% | -73.4% | +1,389.1% | +1,348.1% |
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