+475.1%
MULL vs HRB
+16.9%
+458.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.4% | -18.1% | -9.3% |
| 7D | -35.9% | +16.0% | -52.0% | -24.3% |
| 30D | -47.3% | +32.1% | -79.4% | -28.5% |
| 3M | -30.6% | +21.5% | -52.1% | -12.8% |
| 6M | +13.7% | +82.1% | -68.4% | +130.3% |
| YTD | +272.1% | +31.6% | +240.5% | +511.6% |
| 1Y | +475.1% | +15.9% | +459.2% | +783.0% |
| All | +475.1% | +16.9% | +458.2% | +783.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling