+304.8%
MXL vs DOC
+21.6%
+283.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.5% |
| 7D | +13.4% | -0.9% | +14.3% | +13.0% |
| 30D | -29.2% | +7.7% | -37.0% | -26.9% |
| 3M | -27.2% | -2.0% | -25.2% | -26.4% |
| 6M | -36.4% | +5.9% | -42.3% | -36.0% |
| YTD | +220.0% | +31.8% | +188.2% | +229.2% |
| 1Y | +304.8% | +22.5% | +282.3% | +302.7% |
| All | +304.8% | +21.6% | +283.2% | +302.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling