+282.4%
MXL vs HIG
+583.8%
-301.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +7.2% |
| 7D | +19.0% | -0.5% | +19.5% | +19.1% |
| 30D | +4.5% | -2.8% | +7.3% | +5.6% |
| 3M | -1.5% | +6.3% | -7.9% | -6.1% |
| 6M | +348.6% | -0.1% | +348.7% | +332.2% |
| YTD | +310.3% | +0.4% | +309.8% | +293.4% |
| 1Y | +344.7% | +6.2% | +338.5% | +310.6% |
| 3Y | +211.2% | +101.6% | +109.6% | +95.9% |
| 5Y | +34.8% | +119.8% | -85.0% | -19.4% |
| 10Y | +286.5% | +311.7% | -25.2% | +48.0% |
| All | +282.4% | +583.8% | -301.4% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling