+128.7%
HYG vs MXL
+315.4%
-186.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.4% |
| 7D | -0.7% | +18.9% | -19.6% | -1.5% |
| 30D | -0.7% | +0.3% | -1.1% | -0.9% |
| 3M | -0.2% | -8.0% | +7.8% | -0.8% |
| 6M | +1.4% | +341.2% | -339.8% | -8.9% |
| YTD | +1.5% | +327.8% | -326.4% | -8.9% |
| 1Y | +2.9% | +364.9% | -362.0% | -8.3% |
| 3Y | +25.6% | +229.2% | -203.6% | +10.5% |
| 5Y | +18.6% | +42.8% | -24.2% | +7.7% |
| 10Y | +55.7% | +303.1% | -247.3% | +27.4% |
| All | +128.7% | +315.4% | -186.8% | +82.0% |
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