+111.9%
DOCN vs MXL
+70.3%
+41.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.0% | +3.9% |
| 7D | +27.4% | +33.1% | -5.7% | +15.8% |
| 30D | -29.7% | -33.5% | +3.7% | -20.0% |
| 3M | -32.5% | -20.7% | -11.8% | -28.7% |
| 6M | -42.2% | -35.9% | -6.3% | -37.8% |
| YTD | +87.2% | +238.3% | -151.1% | -2.6% |
| 1Y | +86.2% | +296.2% | -210.0% | -9.4% |
| 3Y | +257.4% | +254.1% | +3.3% | +39.2% |
| 5Y | -27.4% | -14.1% | -13.2% | -37.4% |
| All | +111.9% | +70.3% | +41.6% | +34.2% |
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