+717.5%
HPE vs MXL
+445.0%
+272.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.5% | -2.4% | +3.6% |
| 7D | +13.6% | +19.0% | -5.3% | +9.7% |
| 30D | +7.7% | +4.5% | +3.2% | +6.3% |
| 3M | +22.4% | -1.5% | +23.9% | +18.5% |
| 6M | +172.6% | +348.6% | -176.0% | +72.9% |
| YTD | +147.5% | +310.3% | -162.8% | +59.6% |
| 1Y | +151.8% | +344.7% | -192.9% | +57.8% |
| 3Y | +267.1% | +211.2% | +55.9% | +124.4% |
| 5Y | +362.8% | +34.8% | +327.9% | +220.6% |
| 10Y | +540.2% | +286.5% | +253.6% | +202.9% |
| All | +717.5% | +445.0% | +272.4% | +276.1% |
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