+8.9%
DOCS vs MXL
+163.1%
-154.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -3.2% |
| 7D | -1.4% | +1.6% | -3.1% | -1.6% |
| 30D | +21.8% | -7.0% | +28.8% | +22.1% |
| 3M | +27.3% | -33.4% | +60.7% | +28.5% |
| 6M | -0.3% | +260.2% | -260.5% | -20.2% |
| YTD | -40.5% | +260.0% | -300.4% | -52.7% |
| 1Y | -61.5% | +303.5% | -365.0% | -70.2% |
| All | +8.9% | +163.1% | -154.1% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling