+51.0%
HPQ vs MXL
+40.1%
+10.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.5% | +0.9% | +7.4% |
| 7D | +9.8% | +18.9% | -9.1% | +7.2% |
| 30D | +22.4% | +0.3% | +22.0% | +21.6% |
| 3M | +45.2% | -8.0% | +53.2% | +41.1% |
| 6M | +96.4% | +341.2% | -244.8% | +31.9% |
| YTD | +65.4% | +327.8% | -262.4% | +11.0% |
| 1Y | +31.6% | +364.9% | -333.3% | -14.2% |
| 3Y | +37.0% | +229.2% | -192.2% | -14.5% |
| All | +51.0% | +40.1% | +10.9% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling