-37.1%
DOCS vs MXL
+37.2%
-74.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.2% |
| 7D | +2.6% | +13.4% | -10.9% | +0.5% |
| 30D | +11.4% | -29.2% | +40.7% | +15.5% |
| 3M | +25.4% | -27.2% | +52.6% | +26.6% |
| 6M | +42.5% | -36.4% | +79.0% | +40.5% |
| YTD | -24.7% | +220.0% | -244.7% | -52.7% |
| 1Y | -32.9% | +304.8% | -337.7% | -60.7% |
| 3Y | +39.6% | +238.5% | -198.9% | -30.4% |
| 5Y | -54.6% | -18.8% | -35.9% | -58.3% |
| All | -37.1% | +37.2% | -74.3% | -49.0% |
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