+40.4%
MXL vs HIG
+116.1%
-75.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.9% | +7.6% |
| 7D | +18.9% | -1.5% | +20.3% | +19.2% |
| 30D | +0.3% | -0.4% | +0.7% | +0.2% |
| 3M | -8.0% | +6.7% | -14.7% | -10.5% |
| 6M | +341.2% | +2.0% | +339.3% | +327.2% |
| YTD | +327.8% | +0.3% | +327.5% | +317.3% |
| 1Y | +364.9% | +4.2% | +360.7% | +341.2% |
| 3Y | +229.2% | +102.2% | +127.0% | +94.9% |
| All | +40.4% | +116.1% | -75.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling