+152.9%
MXL vs DOCU
+112.5%
+40.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +13.4% | +4.1% | +9.4% | +12.1% |
| 30D | -29.2% | +7.4% | -36.6% | -30.9% |
| 3M | -27.2% | +26.0% | -53.2% | -33.6% |
| 6M | -36.4% | +79.2% | -115.6% | -50.3% |
| YTD | +220.0% | +18.1% | +202.0% | +185.4% |
| 1Y | +304.8% | +20.5% | +284.3% | +257.4% |
| 3Y | +238.5% | +96.4% | +142.1% | +144.5% |
| 5Y | -18.8% | -69.5% | +50.7% | -8.2% |
| All | +152.9% | +112.5% | +40.3% | +86.7% |
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