+43.5%
MLM vs HRB
+126.2%
-82.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.8% |
| 7D | -2.9% | -5.7% | +2.8% | -2.0% |
| 30D | -6.8% | +7.9% | -14.7% | -8.3% |
| 3M | -11.2% | +32.1% | -43.4% | -15.6% |
| 6M | -21.8% | +62.2% | -84.1% | -29.1% |
| YTD | -17.0% | +16.4% | -33.4% | -18.9% |
| 1Y | -16.4% | -0.3% | -16.1% | -15.5% |
| 3Y | +14.5% | +36.0% | -21.6% | +4.0% |
| All | +43.5% | +126.2% | -82.7% | +15.3% |
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