+17.0%
MXL vs DOCU
-78.0%
+94.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +4.3% |
| 7D | +1.6% | +6.9% | -5.3% | -0.5% |
| 30D | -7.0% | +19.0% | -26.0% | -12.7% |
| 3M | -33.4% | +34.3% | -67.7% | -41.6% |
| 6M | +260.2% | +48.0% | +212.2% | +200.4% |
| YTD | +260.0% | 0.0% | +259.9% | +243.3% |
| 1Y | +303.5% | -10.3% | +313.7% | +298.5% |
| 3Y | +160.4% | +32.4% | +128.0% | +115.0% |
| All | +17.0% | -78.0% | +94.9% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling