+40.4%
MXL vs USHY
+20.9%
+19.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.4% |
| 7D | +18.9% | -0.7% | +19.5% | +21.9% |
| 30D | +0.3% | -0.7% | +1.0% | +2.9% |
| 3M | -8.0% | +0.1% | -8.1% | -7.9% |
| 6M | +341.2% | +1.8% | +339.5% | +318.0% |
| YTD | +327.8% | +1.8% | +326.1% | +306.4% |
| 1Y | +364.9% | +3.3% | +361.6% | +322.0% |
| 3Y | +229.2% | +27.0% | +202.3% | +59.9% |
| All | +40.4% | +20.9% | +19.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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