+303.5%
MXL vs HIG
+5.1%
+298.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +3.3% |
| 7D | +1.6% | +0.3% | +1.3% | +2.3% |
| 30D | -7.0% | -3.2% | -3.8% | -11.9% |
| 3M | -33.4% | +9.1% | -42.6% | -17.6% |
| 6M | +260.2% | -1.8% | +261.9% | +296.3% |
| YTD | +260.0% | +1.8% | +258.2% | +304.6% |
| 1Y | +303.5% | +4.6% | +298.9% | +373.6% |
| All | +303.5% | +5.1% | +298.4% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling