+235.5%
MXL vs HDB
+303.5%
-68.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | -7.0% | -2.8% | -4.2% | -5.8% |
| 3M | -33.4% | -3.5% | -29.9% | -32.8% |
| 6M | +260.2% | -24.7% | +284.9% | +303.9% |
| YTD | +260.0% | -36.6% | +296.5% | +336.3% |
| 1Y | +303.5% | -34.4% | +337.8% | +377.9% |
| 3Y | +160.4% | -24.4% | +184.8% | +181.5% |
| 5Y | +14.7% | -35.4% | +50.1% | +32.8% |
| 10Y | +215.6% | +39.5% | +176.1% | +150.6% |
| All | +235.5% | +303.5% | -68.0% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling