+100.9%
MXL vs DOCU
+107.7%
-6.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -2.0% | -20.1% | -21.5% |
| 7D | -38.1% | -3.2% | -34.9% | -37.4% |
| 30D | -59.5% | +15.7% | -75.1% | -61.5% |
| 3M | -34.3% | +37.3% | -71.6% | -41.8% |
| 6M | -45.8% | +63.1% | -108.9% | -56.3% |
| YTD | +154.2% | +15.4% | +138.8% | +128.3% |
| 1Y | +192.1% | +11.3% | +180.8% | +165.2% |
| 3Y | +160.0% | +92.1% | +68.0% | +89.2% |
| 5Y | -34.5% | -70.5% | +36.0% | -25.2% |
| All | +100.9% | +107.7% | -6.8% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling