+195.9%
MXL vs DOC
+44.2%
+151.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.9% |
| 7D | -27.1% | +6.5% | -33.6% | -27.8% |
| 30D | -54.2% | +9.2% | -63.4% | -55.0% |
| 3M | -29.9% | -2.5% | -27.4% | -29.4% |
| 6M | -39.5% | +7.1% | -46.5% | -41.5% |
| YTD | +182.2% | +33.0% | +149.2% | +148.5% |
| 1Y | +231.8% | +23.3% | +208.6% | +201.2% |
| 3Y | +195.9% | +44.9% | +151.0% | +134.3% |
| All | +195.9% | +44.2% | +151.8% | +134.3% |
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