+52.6%
DOCS vs MXL
+188.6%
-136.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.0% | -13.0% | -2.6% |
| 7D | -0.8% | -27.1% | +26.3% | +0.7% |
| 30D | +17.4% | -54.2% | +71.6% | +21.8% |
| 3M | +57.4% | -29.9% | +87.3% | +58.2% |
| 6M | +26.5% | -39.5% | +66.0% | +25.5% |
| YTD | -26.6% | +182.2% | -208.7% | -40.8% |
| 1Y | -48.1% | +231.8% | -279.9% | -59.3% |
| 3Y | +52.6% | +195.9% | -143.3% | -5.5% |
| All | +52.6% | +188.6% | -136.0% | -5.5% |
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