+1,502.8%
HD vs MXL
+210.8%
+1,292.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.6% |
| 7D | +1.5% | +13.4% | -11.9% | +0.1% |
| 30D | +18.0% | -29.2% | +47.2% | +20.7% |
| 3M | +2.8% | -27.2% | +30.0% | +3.7% |
| 6M | +17.0% | -36.4% | +53.4% | +16.5% |
| YTD | +3.5% | +220.0% | -216.5% | -20.1% |
| 1Y | -2.6% | +304.8% | -307.4% | -27.4% |
| 3Y | +30.7% | +238.5% | -207.7% | -8.7% |
| 5Y | +6.2% | -18.8% | +25.0% | -11.3% |
| 10Y | +242.7% | +163.1% | +79.6% | +115.3% |
| All | +1,502.8% | +210.8% | +1,292.0% | +828.7% |
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