-23.7%
DOCN vs MXL
-10.3%
-13.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +11.4% | -1.8% | +5.9% |
| 7D | +3.7% | +5.5% | -1.7% | +1.8% |
| 30D | -33.7% | -32.6% | -1.0% | -24.8% |
| 3M | -27.9% | -13.1% | -14.8% | -25.9% |
| 6M | -46.4% | -41.4% | -5.1% | -40.8% |
| YTD | +81.1% | +243.9% | -162.8% | -6.1% |
| 1Y | +74.3% | +305.1% | -230.8% | -15.8% |
| 3Y | +245.8% | +260.1% | -14.2% | +31.9% |
| 5Y | -23.7% | -12.1% | -11.7% | -26.0% |
| All | -23.7% | -10.3% | -13.5% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling