+18.3%
HYG vs MXL
+40.1%
-21.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.3% |
| 7D | -0.7% | +18.9% | -19.6% | -1.3% |
| 30D | -0.7% | +0.3% | -1.1% | -0.9% |
| 3M | -0.2% | -8.0% | +7.8% | -0.7% |
| 6M | +1.4% | +341.2% | -339.8% | -6.9% |
| YTD | +1.5% | +327.8% | -326.4% | -6.9% |
| 1Y | +2.9% | +364.9% | -362.0% | -6.2% |
| 3Y | +25.6% | +229.2% | -203.6% | +13.1% |
| All | +18.3% | +40.1% | -21.8% | +12.2% |
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 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