+302.4%
MXL vs HIG
+313.7%
-11.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.9% | +7.7% |
| 7D | +18.9% | -1.5% | +20.3% | +19.6% |
| 30D | +0.3% | -0.4% | +0.7% | +0.1% |
| 3M | -8.0% | +6.7% | -14.7% | -12.1% |
| 6M | +341.2% | +2.0% | +339.3% | +322.0% |
| YTD | +327.8% | +0.3% | +327.5% | +312.0% |
| 1Y | +364.9% | +4.2% | +360.7% | +335.7% |
| 3Y | +229.2% | +102.2% | +127.0% | +108.3% |
| 5Y | +42.8% | +118.5% | -75.7% | -13.9% |
| All | +302.4% | +313.7% | -11.2% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling