+5.3%
HUM vs MXL
+40.1%
-34.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.5% | -5.3% | +2.0% |
| 7D | +2.1% | +18.9% | -16.8% | +1.3% |
| 30D | +5.4% | +0.3% | +5.1% | +5.2% |
| 3M | +11.4% | -8.0% | +19.5% | +11.0% |
| 6M | +141.5% | +341.2% | -199.7% | +126.2% |
| YTD | +61.2% | +327.8% | -266.6% | +50.9% |
| 1Y | +49.2% | +364.9% | -315.7% | +39.0% |
| 3Y | -9.0% | +229.2% | -238.3% | -15.6% |
| All | +5.3% | +40.1% | -34.8% | +1.9% |
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