+302.4%
MXL vs HDB
+42.1%
+260.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.9% | +0.7% | +4.2% |
| 7D | +18.9% | +0.7% | +18.2% | +18.3% |
| 30D | +0.3% | +1.0% | -0.7% | -0.3% |
| 3M | -8.0% | -2.0% | -6.1% | -8.3% |
| 6M | +341.2% | -18.1% | +359.3% | +378.2% |
| YTD | +327.8% | -36.1% | +364.0% | +426.2% |
| 1Y | +364.9% | -34.0% | +398.9% | +457.6% |
| 3Y | +229.2% | -26.7% | +255.9% | +262.6% |
| 5Y | +42.8% | -33.9% | +76.7% | +64.3% |
| All | +302.4% | +42.1% | +260.4% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling