+34.8%
MXL vs HDB
-38.7%
+73.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.8% | +9.3% | +8.3% |
| 7D | +19.0% | -4.9% | +23.9% | +21.5% |
| 30D | +4.5% | -5.8% | +10.3% | +7.1% |
| 3M | -1.5% | -5.2% | +3.7% | -0.5% |
| 6M | +348.6% | -25.7% | +374.3% | +406.3% |
| YTD | +310.3% | -39.6% | +349.8% | +414.9% |
| 1Y | +344.7% | -36.9% | +381.6% | +440.1% |
| 3Y | +211.2% | -29.7% | +240.9% | +243.8% |
| 5Y | +34.8% | -37.8% | +72.6% | +57.4% |
| All | +34.8% | -38.7% | +73.6% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling