+118.5%
HPQ vs MXL
+298.4%
-179.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.5% | -2.6% | +3.7% |
| 7D | +2.2% | +19.0% | -16.8% | -0.8% |
| 30D | +9.7% | +4.5% | +5.3% | +8.1% |
| 3M | +32.7% | -1.5% | +34.2% | +26.4% |
| 6M | +77.7% | +348.6% | -270.9% | +14.9% |
| YTD | +51.0% | +310.3% | -259.3% | -1.2% |
| 1Y | +18.4% | +344.7% | -326.3% | -24.5% |
| 3Y | +25.6% | +211.2% | -185.6% | -22.6% |
| 5Y | +38.6% | +34.8% | +3.8% | -2.1% |
| 10Y | +226.1% | +286.5% | -60.4% | +67.2% |
| All | +118.5% | +298.4% | -179.9% | -2.2% |
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