+3,128.2%
MLM vs HRB
+1,150.7%
+1,977.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -5.8% | -8.1% | +2.3% | -3.6% |
| 30D | +9.8% | +15.0% | -5.2% | +5.5% |
| 3M | -5.2% | +10.2% | -15.4% | -8.6% |
| 6M | -10.3% | +44.2% | -54.5% | -20.4% |
| YTD | -15.5% | +21.0% | -36.4% | -22.6% |
| 1Y | -15.0% | +12.0% | -27.0% | -20.5% |
| 3Y | +17.5% | +24.9% | -7.5% | +4.0% |
| 5Y | +30.5% | +144.6% | -114.1% | -7.8% |
| 10Y | +145.5% | +229.4% | -83.9% | +48.3% |
| All | +3,128.2% | +1,150.7% | +1,977.4% | +1,262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling