+18.5%
MLM vs HRB
+36.4%
-17.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.5% |
| 7D | -2.9% | -5.7% | +2.8% | -2.4% |
| 30D | -6.8% | +7.9% | -14.7% | -7.5% |
| 3M | -11.2% | +32.1% | -43.4% | -13.4% |
| 6M | -21.8% | +62.2% | -84.1% | -25.5% |
| YTD | -17.0% | +16.4% | -33.4% | -16.4% |
| 1Y | -16.4% | -0.3% | -16.1% | -13.7% |
| All | +18.5% | +36.4% | -17.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling