+70.5%
DOCN vs MXL
+42.1%
+28.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.0% | -8.5% | -1.1% |
| 7D | -19.2% | -27.1% | +8.0% | -10.7% |
| 30D | -43.1% | -54.2% | +11.1% | -27.0% |
| 3M | -40.7% | -29.9% | -10.8% | -34.8% |
| 6M | -55.0% | -39.5% | -15.5% | -50.7% |
| YTD | +50.6% | +182.2% | -131.5% | -16.7% |
| 1Y | +54.0% | +231.8% | -177.9% | -20.5% |
| 3Y | +203.9% | +195.9% | +8.0% | +25.5% |
| 5Y | -29.4% | -27.3% | -2.1% | -35.6% |
| All | +70.5% | +42.1% | +28.5% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling