+133.3%
MXL vs DOC
+14.9%
+118.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -0.2% | -21.8% | -21.9% |
| 7D | -38.1% | +6.2% | -44.4% | -40.0% |
| 30D | -59.5% | +6.5% | -65.9% | -61.0% |
| 3M | -34.3% | -6.2% | -28.1% | -33.0% |
| 6M | -45.8% | +25.6% | -71.3% | -53.4% |
| YTD | +154.2% | +32.1% | +122.1% | +111.5% |
| 1Y | +192.1% | +20.3% | +171.8% | +154.4% |
| 3Y | +160.0% | +42.7% | +117.3% | +101.8% |
| 5Y | -34.5% | -22.2% | -12.3% | -30.1% |
| All | +133.3% | +14.9% | +118.4% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling