+87.1%
DOCN vs MXL
+55.5%
+31.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.8% |
| 7D | -12.1% | -15.9% | +3.7% | -7.3% |
| 30D | -41.0% | -44.0% | +3.0% | -29.0% |
| 3M | -38.7% | -21.3% | -17.4% | -34.9% |
| 6M | -51.5% | -46.1% | -5.4% | -44.9% |
| YTD | +65.3% | +208.8% | -143.6% | -11.4% |
| 1Y | +53.9% | +255.5% | -201.6% | -22.3% |
| 3Y | +215.6% | +223.3% | -7.7% | +26.6% |
| 5Y | -26.2% | -18.1% | -8.1% | -35.4% |
| All | +87.1% | +55.5% | +31.6% | +22.0% |
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