+610.9%
HWM vs MXL
-13.1%
+624.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.4% | -9.1% | +1.1% |
| 7D | +5.0% | +5.5% | -0.5% | +4.0% |
| 30D | +1.5% | -32.6% | +34.1% | +4.8% |
| 3M | -20.3% | -13.1% | -7.2% | -20.5% |
| 6M | -18.0% | -41.4% | +23.4% | -16.8% |
| YTD | +9.5% | +243.9% | -234.4% | -16.9% |
| 1Y | +7.5% | +305.1% | -297.6% | -20.9% |
| 3Y | +355.7% | +260.1% | +95.6% | +207.3% |
| All | +610.9% | -13.1% | +624.0% | +518.4% |
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