+166.6%
MXL vs DOC
+43.2%
+123.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -0.2% | -21.8% | -22.0% |
| 7D | -38.1% | +6.2% | -44.4% | -38.7% |
| 30D | -59.5% | +6.5% | -65.9% | -60.0% |
| 3M | -34.3% | -6.2% | -28.1% | -33.3% |
| 6M | -45.8% | +25.6% | -71.3% | -50.8% |
| YTD | +154.2% | +32.1% | +122.1% | +124.1% |
| 1Y | +192.1% | +20.3% | +171.8% | +167.7% |
| All | +166.6% | +43.2% | +123.4% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling