+122.9%
MXL vs DOCU
+104.2%
+18.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.5% |
| 7D | -27.1% | -5.5% | -21.6% | -25.8% |
| 30D | -54.2% | +12.6% | -66.8% | -56.1% |
| 3M | -29.9% | +36.4% | -66.3% | -37.9% |
| 6M | -39.5% | +66.8% | -106.3% | -51.7% |
| YTD | +182.2% | +13.5% | +168.7% | +154.5% |
| 1Y | +231.8% | +11.3% | +220.5% | +200.8% |
| 3Y | +195.9% | +92.1% | +103.9% | +115.1% |
| 5Y | -27.3% | -71.0% | +43.7% | -16.6% |
| All | +122.9% | +104.2% | +18.7% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling