+282.4%
MXL vs XHB
+571.5%
-289.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +8.9% |
| 7D | +19.0% | -1.9% | +20.9% | +20.7% |
| 30D | +4.5% | -8.3% | +12.8% | +12.6% |
| 3M | -1.5% | -7.1% | +5.6% | +4.1% |
| 6M | +348.6% | -5.3% | +353.9% | +358.3% |
| YTD | +310.3% | -3.2% | +313.5% | +310.3% |
| 1Y | +344.7% | -13.9% | +358.6% | +396.2% |
| 3Y | +211.2% | +24.9% | +186.3% | +134.9% |
| 5Y | +34.8% | +34.5% | +0.3% | -3.1% |
| 10Y | +286.5% | +215.5% | +71.1% | +34.0% |
| All | +282.4% | +571.5% | -289.1% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling