-50.3%
DOCS vs MXL
+54.3%
-104.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -3.6% |
| 7D | -1.4% | +1.6% | -3.1% | -1.8% |
| 30D | +21.8% | -7.0% | +28.8% | +22.3% |
| 3M | +27.3% | -33.4% | +60.7% | +29.6% |
| 6M | -0.3% | +260.2% | -260.5% | -35.6% |
| YTD | -40.5% | +260.0% | -300.4% | -62.1% |
| 1Y | -61.5% | +303.5% | -365.0% | -76.6% |
| 3Y | +8.2% | +160.4% | -152.3% | -36.3% |
| 5Y | -73.4% | +14.7% | -88.1% | -77.6% |
| All | -50.3% | +54.3% | -104.6% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling