+197.6%
MXL vs USHY
+49.7%
+147.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -1.5% |
| 7D | +16.6% | -0.7% | +17.4% | +19.4% |
| 30D | +0.5% | -0.5% | +1.0% | +2.3% |
| 3M | -3.6% | +0.5% | -4.1% | -4.7% |
| 6M | +328.0% | +1.5% | +326.5% | +312.2% |
| YTD | +297.8% | +1.7% | +296.1% | +281.2% |
| 1Y | +339.4% | +3.5% | +335.9% | +301.6% |
| 3Y | +201.7% | +27.2% | +174.6% | +57.6% |
| 5Y | +32.8% | +21.0% | +11.8% | -13.9% |
| All | +197.6% | +49.7% | +147.9% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling