+302.4%
MXL vs HBM
+619.2%
-316.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +18.9% | -3.3% | +22.1% | +20.2% |
| 30D | +0.3% | -4.8% | +5.1% | +2.0% |
| 3M | -8.0% | -0.4% | -7.6% | -7.2% |
| 6M | +341.2% | +17.9% | +323.4% | +313.1% |
| YTD | +327.8% | +33.7% | +294.1% | +278.8% |
| 1Y | +364.9% | +95.6% | +269.3% | +259.7% |
| 3Y | +229.2% | +458.1% | -228.9% | +71.3% |
| 5Y | +42.8% | +329.0% | -286.2% | -24.0% |
| All | +302.4% | +619.2% | -316.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling