-21.4%
HCA vs MXL
+333.1%
-354.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.4% |
| 7D | +2.9% | +16.6% | -13.7% | +4.3% |
| 30D | +2.4% | +0.5% | +1.9% | +2.7% |
| 3M | +13.0% | -3.6% | +16.7% | +14.6% |
| 6M | -21.4% | +328.0% | -349.4% | -20.6% |
| All | -21.4% | +333.1% | -354.5% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling