+235.5%
MXL vs DOC
+59.9%
+175.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.3% |
| 7D | +1.6% | -1.5% | +3.1% | +2.3% |
| 30D | -7.0% | -4.8% | -2.2% | -5.0% |
| 3M | -33.4% | +6.9% | -40.3% | -36.4% |
| 6M | +260.2% | +20.7% | +239.4% | +220.7% |
| YTD | +260.0% | +34.1% | +225.8% | +203.7% |
| 1Y | +303.5% | +22.6% | +280.8% | +254.2% |
| 3Y | +160.4% | +20.8% | +139.6% | +125.1% |
| 5Y | +14.7% | -24.9% | +39.6% | +24.3% |
| 10Y | +215.6% | -1.8% | +217.4% | +185.4% |
| All | +235.5% | +59.9% | +175.7% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling