+255.6%
MXL vs HBM
+131.3%
+124.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.8% | +0.2% | +4.2% |
| 7D | +15.5% | +7.4% | +8.1% | +13.0% |
| 30D | -11.3% | +5.1% | -16.4% | -12.7% |
| 3M | -16.1% | +11.1% | -27.2% | -17.9% |
| 6M | +323.0% | +30.2% | +292.8% | +289.0% |
| YTD | +281.5% | +46.2% | +235.3% | +236.0% |
| 1Y | +319.3% | +120.0% | +199.2% | +226.7% |
| 3Y | +189.4% | +527.4% | -338.0% | +62.2% |
| 5Y | +26.0% | +400.4% | -374.4% | -28.5% |
| 10Y | +243.5% | +621.5% | -378.0% | +51.4% |
| All | +255.6% | +131.3% | +124.4% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling