-17.1%
HON vs MXL
+363.1%
-380.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.6% |
| 7D | -0.6% | +19.0% | -19.5% | -0.6% |
| 30D | -15.4% | +4.5% | -19.9% | -15.4% |
| 3M | -9.1% | -1.5% | -7.6% | -9.3% |
| 6M | -17.1% | +348.6% | -365.7% | -26.9% |
| All | -17.1% | +363.1% | -380.2% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling