+282.4%
MXL vs HUBB
+1,166.3%
-883.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.1% | +9.6% | +9.3% |
| 7D | +19.0% | +1.1% | +17.9% | +17.7% |
| 30D | +4.5% | -9.6% | +14.1% | +13.8% |
| 3M | -1.5% | -6.2% | +4.7% | +5.3% |
| 6M | +348.6% | -6.2% | +354.8% | +376.5% |
| YTD | +310.3% | +3.4% | +306.9% | +304.6% |
| 1Y | +344.7% | +5.3% | +339.4% | +333.0% |
| 3Y | +211.2% | +44.4% | +166.8% | +136.3% |
| 5Y | +34.8% | +152.4% | -117.5% | -34.7% |
| 10Y | +286.5% | +437.0% | -150.5% | +5.4% |
| All | +282.4% | +1,166.3% | -883.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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