+30.5%
MLM vs HRB
+141.1%
-110.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -5.8% | -8.1% | +2.3% | -4.5% |
| 30D | +9.8% | +15.0% | -5.2% | +7.3% |
| 3M | -5.2% | +10.2% | -15.4% | -7.1% |
| 6M | -10.3% | +44.2% | -54.5% | -16.3% |
| YTD | -15.5% | +21.0% | -36.4% | -18.0% |
| 1Y | -15.0% | +12.0% | -27.0% | -16.2% |
| 3Y | +17.5% | +24.9% | -7.5% | +9.5% |
| 5Y | +30.5% | +144.6% | -114.1% | +1.5% |
| All | +30.5% | +141.1% | -110.5% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling