+74.3%
DOCN vs MXL
+299.7%
-225.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +11.4% | -1.8% | +6.8% |
| 7D | +3.7% | +5.5% | -1.7% | +2.4% |
| 30D | -33.7% | -32.6% | -1.0% | -27.9% |
| 3M | -27.9% | -13.1% | -14.8% | -25.8% |
| 6M | -46.4% | -41.4% | -5.1% | -42.5% |
| YTD | +81.1% | +243.9% | -162.8% | +24.9% |
| 1Y | +74.3% | +305.1% | -230.8% | +9.6% |
| All | +74.3% | +299.7% | -225.4% | +9.6% |
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