+55.8%
DOCS vs MXL
+160.0%
-104.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -22.1% | +17.8% | -3.1% |
| 7D | -1.3% | -38.1% | +36.8% | +1.0% |
| 30D | +19.4% | -59.5% | +78.9% | +24.7% |
| 3M | +53.4% | -34.3% | +87.7% | +54.8% |
| 6M | +28.8% | -45.8% | +74.5% | +28.5% |
| YTD | -25.1% | +154.2% | -179.3% | -39.2% |
| 1Y | -48.1% | +192.1% | -240.2% | -59.0% |
| All | +55.8% | +160.0% | -104.3% | -3.0% |
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 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