-16.1%
MXL vs XHB
-2.8%
-13.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.4% | +6.9% |
| 7D | +15.5% | +0.2% | +15.3% | +15.2% |
| 30D | -11.3% | -9.1% | -2.2% | -8.2% |
| 3M | -16.1% | -2.3% | -13.8% | -16.7% |
| All | -16.1% | -2.8% | -13.3% | -16.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling