+1,497.0%
HWM vs MXL
+198.0%
+1,299.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.2% |
| 7D | +7.3% | +13.4% | -6.1% | +5.0% |
| 30D | +1.6% | -29.2% | +30.8% | +6.1% |
| 3M | -21.9% | -27.2% | +5.4% | -20.0% |
| 6M | -19.0% | -36.4% | +17.4% | -18.6% |
| YTD | +7.9% | +220.0% | -212.1% | -27.6% |
| 1Y | +9.9% | +304.8% | -294.9% | -30.4% |
| 3Y | +342.1% | +238.5% | +103.7% | +153.3% |
| 5Y | +600.8% | -18.8% | +619.6% | +450.0% |
| 10Y | +1,493.8% | +163.1% | +1,330.7% | +659.6% |
| All | +1,497.0% | +198.0% | +1,299.1% | +662.4% |
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 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