+1.4%
HYG vs MXL
+360.0%
-358.6%
-1.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | -0.7% | +18.9% | -19.6% | -0.8% |
| 30D | -0.7% | +0.3% | -1.1% | -0.7% |
| 3M | -0.2% | -8.0% | +7.8% | -0.3% |
| 6M | +1.4% | +341.2% | -339.8% | -3.4% |
| All | +1.4% | +360.0% | -358.6% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling