+297.0%
MXL vs HDB
-32.8%
+329.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.6% | -16.7% | -11.1% |
| 7D | -24.3% | +12.9% | -37.2% | -24.7% |
| 30D | -46.1% | +10.0% | -56.1% | -46.4% |
| 3M | -21.8% | +1.8% | -23.7% | -21.6% |
| 6M | -27.2% | -2.1% | -25.1% | -27.7% |
| YTD | +226.2% | -33.4% | +259.6% | +201.8% |
| 1Y | +297.0% | -32.9% | +329.9% | +270.8% |
| All | +297.0% | -32.8% | +329.8% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling