+1,729.1%
HCA vs MXL
+610.5%
+1,118.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.1% |
| 7D | +2.9% | +16.6% | -13.7% | +1.5% |
| 30D | +2.4% | +0.5% | +1.9% | +1.9% |
| 3M | +13.0% | -3.6% | +16.7% | +10.3% |
| 6M | -21.4% | +328.0% | -349.4% | -39.3% |
| YTD | -9.5% | +297.8% | -307.3% | -29.7% |
| 1Y | +7.5% | +339.4% | -331.9% | -18.5% |
| 3Y | +57.6% | +201.7% | -144.1% | +14.6% |
| 5Y | +71.1% | +32.8% | +38.4% | +37.0% |
| 10Y | +498.8% | +274.8% | +224.0% | +250.7% |
| All | +1,729.1% | +610.5% | +1,118.6% | +722.9% |
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