+163.7%
MXL vs HDB
+63.5%
+100.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +13.4% | +2.7% | +10.7% | +12.1% |
| 30D | -29.2% | +14.1% | -43.4% | -34.3% |
| 3M | -27.2% | +11.8% | -39.0% | -31.7% |
| 6M | -36.4% | +8.2% | -44.6% | -40.1% |
| YTD | +220.0% | -29.3% | +249.3% | +272.0% |
| 1Y | +304.8% | -28.8% | +333.6% | +366.9% |
| 3Y | +238.5% | -7.5% | +245.9% | +227.0% |
| 5Y | -18.8% | -23.1% | +4.3% | -13.9% |
| All | +163.7% | +63.5% | +100.2% | +94.4% |
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