-27.5%
DOCN vs MXL
-19.3%
-8.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.4% | +1.2% | -2.4% |
| 7D | +19.1% | +13.4% | +5.7% | +14.3% |
| 30D | -21.0% | -29.2% | +8.2% | -12.0% |
| 3M | -34.7% | -27.2% | -7.5% | -29.1% |
| 6M | -45.8% | -36.4% | -9.4% | -41.4% |
| YTD | +79.4% | +220.0% | -140.6% | -4.8% |
| 1Y | +91.0% | +304.8% | -213.8% | -8.2% |
| 3Y | +237.5% | +238.5% | -1.0% | +31.0% |
| All | -27.5% | -19.3% | -8.2% | -27.3% |
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