+181.2%
MLM vs HRB
+249.6%
-68.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.7% |
| 7D | -4.1% | +2.7% | -6.8% | -4.8% |
| 30D | +8.2% | +22.1% | -13.9% | +2.3% |
| 3M | -3.6% | +15.7% | -19.3% | -8.2% |
| 6M | -15.6% | +83.3% | -98.9% | -30.8% |
| YTD | -16.4% | +25.0% | -41.4% | -23.5% |
| 1Y | -14.3% | +6.9% | -21.3% | -17.7% |
| 3Y | +19.3% | +39.0% | -19.7% | +2.0% |
| 5Y | +29.6% | +146.4% | -116.8% | -11.8% |
| All | +181.2% | +249.6% | -68.4% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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