+426.8%
HBAN vs MXL
+286.3%
+140.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | -1.9% | +16.6% | -18.6% | -4.5% |
| 30D | -5.9% | +0.5% | -6.3% | -6.5% |
| 3M | +0.2% | -3.6% | +3.9% | -3.4% |
| 6M | +6.6% | +328.0% | -321.4% | -29.2% |
| YTD | -1.7% | +297.8% | -299.5% | -34.2% |
| 1Y | -1.7% | +339.4% | -341.1% | -36.3% |
| 3Y | +74.9% | +201.7% | -126.9% | +9.6% |
| 5Y | +36.0% | +32.8% | +3.2% | -4.2% |
| 10Y | +156.9% | +274.8% | -117.9% | +25.9% |
| All | +426.8% | +286.3% | +140.5% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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