+153.4%
MXL vs DOCU
+104.6%
+48.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.2% | +13.5% | +13.6% |
| 7D | -8.8% | -4.8% | -4.1% | -7.4% |
| 30D | -41.9% | +9.4% | -51.2% | -43.7% |
| 3M | -25.4% | +29.0% | -54.5% | -32.7% |
| 6M | -44.0% | +62.3% | -106.3% | -54.8% |
| YTD | +220.8% | +13.7% | +207.1% | +189.2% |
| 1Y | +278.8% | +11.5% | +267.2% | +243.2% |
| 3Y | +249.4% | +94.2% | +155.3% | +153.0% |
| 5Y | -17.3% | -71.7% | +54.4% | -4.4% |
| All | +153.4% | +104.6% | +48.8% | +89.2% |
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