+162.1%
MXL vs DOC
+20.8%
+141.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.9% |
| 7D | +1.6% | -1.5% | +3.1% | +2.0% |
| 30D | -7.0% | -4.8% | -2.2% | -6.0% |
| 3M | -33.4% | +6.9% | -40.3% | -35.6% |
| 6M | +260.2% | +20.7% | +239.4% | +232.7% |
| YTD | +260.0% | +34.1% | +225.8% | +217.6% |
| 1Y | +303.5% | +22.6% | +280.8% | +268.1% |
| All | +162.1% | +20.8% | +141.3% | +122.4% |
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