+204.0%
MXL vs DOC
+57.8%
+146.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.1% | -14.2% | -12.5% |
| 7D | -24.3% | +8.7% | -33.1% | -27.3% |
| 30D | -46.1% | +7.6% | -53.7% | -48.3% |
| 3M | -21.8% | -5.3% | -16.6% | -20.8% |
| 6M | -27.2% | +27.6% | -54.8% | -37.5% |
| YTD | +226.2% | +32.4% | +193.8% | +174.0% |
| 1Y | +297.0% | +22.9% | +274.1% | +244.9% |
| 3Y | +233.6% | +43.1% | +190.5% | +163.9% |
| 5Y | -16.6% | -21.4% | +4.8% | -12.4% |
| 10Y | +200.5% | +16.8% | +183.6% | +151.0% |
| All | +204.0% | +57.8% | +146.2% | +78.7% |
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