+3.1%
HD vs MXL
+186.9%
-183.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.0% | -8.3% | -2.4% |
| 7D | -1.2% | +15.5% | -16.6% | -1.5% |
| 30D | -11.1% | -11.3% | +0.2% | -11.0% |
| 3M | +2.0% | -16.1% | +18.1% | +1.6% |
| 6M | -10.5% | +323.0% | -333.5% | -19.2% |
| YTD | -6.9% | +281.5% | -288.4% | -15.6% |
| 1Y | -23.2% | +319.3% | -342.5% | -31.1% |
| 3Y | +3.1% | +189.4% | -186.3% | -8.2% |
| All | +3.1% | +186.9% | -183.8% | -8.2% |
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