+159.0%
MXL vs DOC
+15.7%
+143.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.7% |
| 7D | -27.1% | +6.5% | -33.6% | -29.3% |
| 30D | -54.2% | +9.2% | -63.4% | -56.4% |
| 3M | -29.9% | -2.5% | -27.4% | -29.8% |
| 6M | -39.5% | +7.1% | -46.5% | -43.0% |
| YTD | +182.2% | +33.0% | +149.2% | +134.1% |
| 1Y | +231.8% | +23.3% | +208.6% | +185.5% |
| 3Y | +195.9% | +44.9% | +151.0% | +128.0% |
| 5Y | -27.3% | -21.6% | -5.6% | -22.6% |
| All | +159.0% | +15.7% | +143.3% | +123.7% |
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