+302.4%
MXL vs XHB
+215.4%
+87.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +6.0% |
| 7D | +18.9% | -4.6% | +23.5% | +24.1% |
| 30D | +0.3% | -9.1% | +9.5% | +9.8% |
| 3M | -8.0% | -8.6% | +0.5% | -1.2% |
| 6M | +341.2% | -4.0% | +345.3% | +345.5% |
| YTD | +327.8% | -3.9% | +331.8% | +330.3% |
| 1Y | +364.9% | -16.5% | +381.4% | +438.6% |
| 3Y | +229.2% | +22.6% | +206.7% | +141.9% |
| 5Y | +42.8% | +33.9% | +8.8% | -3.1% |
| All | +302.4% | +215.4% | +87.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling