+91.0%
DOCN vs MXL
+277.9%
-186.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.4% | +1.2% | -2.9% |
| 7D | +19.1% | +13.4% | +5.7% | +15.6% |
| 30D | -21.0% | -29.2% | +8.2% | -15.0% |
| 3M | -34.7% | -27.2% | -7.5% | -30.6% |
| 6M | -45.8% | -36.4% | -9.4% | -41.7% |
| YTD | +79.4% | +220.0% | -140.6% | +29.5% |
| 1Y | +91.0% | +304.8% | -213.8% | +24.5% |
| All | +91.0% | +277.9% | -186.9% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling