+164.6%
DOCN vs MXL
+81.2%
+83.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +1.1% |
| 7D | +1.1% | +1.6% | -0.5% | +0.5% |
| 30D | -9.6% | -7.0% | -2.6% | -8.4% |
| 3M | -37.7% | -33.4% | -4.3% | -32.4% |
| 6M | +115.2% | +260.2% | -144.9% | +12.1% |
| YTD | +133.7% | +260.0% | -126.2% | +20.8% |
| 1Y | +250.2% | +303.5% | -53.3% | +71.2% |
| 3Y | +320.3% | +160.4% | +159.9% | +97.0% |
| 5Y | +53.1% | +14.7% | +38.4% | +21.3% |
| All | +164.6% | +81.2% | +83.4% | +66.3% |
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 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