+60.4%
HCA vs MXL
+222.8%
-162.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.2% | +1.7% |
| 7D | +5.4% | +18.9% | -13.4% | +6.3% |
| 30D | +3.0% | +0.3% | +2.7% | +3.1% |
| 3M | +13.0% | -8.0% | +21.1% | +13.7% |
| 6M | -20.3% | +341.2% | -361.5% | -16.1% |
| YTD | -8.2% | +327.8% | -336.1% | -3.4% |
| 1Y | +6.7% | +364.9% | -358.2% | +12.2% |
| 3Y | +60.4% | +229.2% | -168.8% | +63.2% |
| All | +60.4% | +222.8% | -162.4% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling