+167.3%
MXL vs DOCU
+110.9%
+56.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +33.1% | +1.6% | +31.5% | +32.5% |
| 30D | -33.5% | +10.8% | -44.3% | -35.8% |
| 3M | -20.7% | +38.0% | -58.6% | -29.8% |
| 6M | -35.9% | +77.4% | -113.3% | -49.7% |
| YTD | +238.3% | +17.2% | +221.1% | +202.4% |
| 1Y | +296.2% | +15.6% | +280.7% | +255.3% |
| 3Y | +254.1% | +95.6% | +158.5% | +156.2% |
| 5Y | -14.1% | -69.7% | +55.6% | -2.7% |
| All | +167.3% | +110.9% | +56.4% | +97.8% |
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