+17.0%
HON vs MXL
+222.8%
-205.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | -0.3% |
| 7D | -3.5% | +18.9% | -22.3% | -4.3% |
| 30D | -13.8% | +0.3% | -14.1% | -13.9% |
| 3M | -11.7% | -8.0% | -3.6% | -12.4% |
| 6M | -18.7% | +341.2% | -360.0% | -30.1% |
| YTD | +0.2% | +327.8% | -327.6% | -13.8% |
| 1Y | -3.1% | +364.9% | -368.0% | -17.7% |
| 3Y | +17.0% | +229.2% | -212.3% | -1.4% |
| All | +17.0% | +222.8% | -205.8% | -1.4% |
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