+215.7%
MXL vs HDB
-30.2%
+245.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.8% | +9.3% | +8.0% |
| 7D | +19.0% | -4.9% | +23.9% | +20.3% |
| 30D | +4.5% | -5.8% | +10.3% | +6.0% |
| 3M | -1.5% | -5.2% | +3.7% | -1.2% |
| 6M | +348.6% | -25.7% | +374.3% | +380.6% |
| YTD | +310.3% | -39.6% | +349.8% | +369.6% |
| 1Y | +344.7% | -36.9% | +381.6% | +397.5% |
| All | +215.7% | -30.2% | +245.9% | +220.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling