+242.1%
MXL vs DOC
+43.5%
+198.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.1% | -14.2% | -11.6% |
| 7D | -24.3% | +8.7% | -33.1% | -25.4% |
| 30D | -46.1% | +7.6% | -53.7% | -46.9% |
| 3M | -21.8% | -5.3% | -16.6% | -20.8% |
| 6M | -27.2% | +27.6% | -54.8% | -34.4% |
| YTD | +226.2% | +32.4% | +193.8% | +187.3% |
| 1Y | +297.0% | +22.9% | +274.1% | +260.5% |
| All | +242.1% | +43.5% | +198.5% | +171.0% |
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