+84.2%
DOCN vs MXL
+61.5%
+22.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +13.7% | -5.7% | +3.5% |
| 7D | -12.8% | -8.8% | -4.0% | -10.3% |
| 30D | -41.9% | -41.9% | -0.1% | -31.0% |
| 3M | -36.9% | -25.4% | -11.5% | -32.1% |
| 6M | -52.2% | -44.0% | -8.2% | -46.4% |
| YTD | +62.7% | +220.8% | -158.1% | -13.8% |
| 1Y | +58.2% | +278.8% | -220.5% | -21.8% |
| 3Y | +219.5% | +249.4% | -30.0% | +23.8% |
| 5Y | -32.9% | -17.3% | -15.5% | -41.4% |
| All | +84.2% | +61.5% | +22.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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