-38.8%
DOCS vs MXL
+32.4%
-71.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | -0.8% |
| 7D | -0.6% | -15.9% | +15.3% | +1.2% |
| 30D | +6.3% | -44.0% | +50.3% | +14.0% |
| 3M | +26.5% | -21.3% | +47.8% | +26.0% |
| 6M | +24.8% | -46.1% | +70.9% | +26.7% |
| YTD | -26.8% | +208.8% | -235.6% | -53.7% |
| 1Y | -38.3% | +255.5% | -293.8% | -62.7% |
| 3Y | +36.0% | +223.3% | -187.3% | -31.4% |
| 5Y | -55.0% | -18.1% | -36.9% | -59.3% |
| All | -38.8% | +32.4% | -71.3% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling