-38.3%
DOCS vs MXL
+252.3%
-290.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | -1.4% |
| 7D | -0.6% | -15.9% | +15.3% | -0.7% |
| 30D | +6.3% | -44.0% | +50.3% | +5.9% |
| 3M | +26.5% | -21.3% | +47.8% | +25.8% |
| 6M | +24.8% | -46.1% | +70.9% | +24.1% |
| YTD | -26.8% | +208.8% | -235.6% | -32.1% |
| 1Y | -38.3% | +255.5% | -293.8% | -45.7% |
| All | -38.3% | +252.3% | -290.6% | -45.7% |
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