-47.3%
DOCS vs MXL
+276.5%
-323.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -11.1% | +17.5% | +6.2% |
| 7D | +1.2% | -24.3% | +25.6% | +1.0% |
| 30D | +21.3% | -46.1% | +67.4% | +20.8% |
| 3M | +58.4% | -21.8% | +80.2% | +57.6% |
| 6M | +39.3% | -27.2% | +66.5% | +37.2% |
| YTD | -21.7% | +226.2% | -247.9% | -27.7% |
| 1Y | -47.3% | +297.0% | -344.3% | -55.4% |
| All | -47.3% | +276.5% | -323.8% | -55.4% |
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