+99.3%
HLT vs MXL
+222.8%
-123.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.4% |
| 7D | -1.6% | +18.9% | -20.5% | -2.4% |
| 30D | -5.0% | +0.3% | -5.3% | -5.2% |
| 3M | -10.4% | -8.0% | -2.4% | -11.2% |
| 6M | +3.2% | +341.2% | -338.0% | -12.3% |
| YTD | +6.7% | +327.8% | -321.1% | -9.4% |
| 1Y | +10.3% | +364.9% | -354.6% | -7.8% |
| 3Y | +99.3% | +229.2% | -129.9% | +70.8% |
| All | +99.3% | +222.8% | -123.5% | +70.8% |
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