-37.4%
DOCS vs MXL
+265.9%
-303.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +13.7% | -12.6% | +1.2% |
| 7D | 0.0% | -8.8% | +8.8% | -0.1% |
| 30D | +7.8% | -41.9% | +49.6% | +7.4% |
| 3M | +20.0% | -25.4% | +45.4% | +19.5% |
| 6M | +26.5% | -44.0% | +70.5% | +25.9% |
| YTD | -25.8% | +220.8% | -246.5% | -31.2% |
| All | -37.4% | +265.9% | -303.3% | -44.9% |
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