+596.9%
HON vs MXL
+298.4%
+298.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -2.5% |
| 7D | -0.6% | +19.0% | -19.5% | -2.7% |
| 30D | -15.4% | +4.5% | -19.9% | -16.2% |
| 3M | -9.1% | -1.5% | -7.6% | -11.7% |
| 6M | -17.1% | +348.6% | -365.7% | -38.9% |
| YTD | +1.5% | +310.3% | -308.8% | -24.6% |
| 1Y | -1.3% | +344.7% | -346.0% | -28.2% |
| 3Y | +19.5% | +211.2% | -191.6% | -15.8% |
| 5Y | +3.1% | +34.8% | -31.8% | -20.6% |
| 10Y | +138.4% | +286.5% | -148.2% | +37.2% |
| All | +596.9% | +298.4% | +298.5% | +261.6% |
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