+563.1%
HPE vs MXL
+313.4%
+249.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +7.5% | +4.9% | +10.9% |
| 7D | +19.4% | +18.9% | +0.5% | +15.5% |
| 30D | +5.6% | +0.3% | +5.3% | +5.1% |
| 3M | +33.1% | -8.0% | +41.1% | +30.9% |
| 6M | +192.5% | +341.2% | -148.8% | +85.6% |
| YTD | +160.9% | +327.8% | -166.9% | +65.9% |
| 1Y | +155.0% | +364.9% | -209.9% | +57.5% |
| 3Y | +289.4% | +229.2% | +60.2% | +133.6% |
| 5Y | +395.7% | +42.8% | +352.9% | +237.7% |
| All | +563.1% | +313.4% | +249.7% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling