For someone who is not already a big Bill Murray fan, this will probably seem like a perplexing hagiography. For Murray acolytes, it's an interesting backdoor approach to making a documentary about the actor and his career. Ultimately, it's an intelligent, thoughtful, insightful, and well-made film. The ending is a bit anti-climatic but feels appropriate.
I will say this: If Bill Murray was really as cool as he's depicted here, he'd watch this film, contact the writer/director himself, and then fully participate in a sequel. I'd wager that Bill Murray has a few good Bill Murray stories of his own.