+302.4%
MXL vs HRB
+209.1%
+93.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.4% |
| 7D | +18.9% | -8.0% | +26.9% | +20.8% |
| 30D | +0.3% | -16.0% | +16.3% | +3.8% |
| 3M | -8.0% | +26.9% | -34.9% | -15.0% |
| 6M | +341.2% | +51.1% | +290.1% | +280.2% |
| YTD | +327.8% | +7.1% | +320.8% | +307.1% |
| 1Y | +364.9% | -9.6% | +374.5% | +365.0% |
| 3Y | +229.2% | +25.4% | +203.8% | +180.9% |
| 5Y | +42.8% | +114.9% | -72.1% | -2.1% |
| All | +302.4% | +209.1% | +93.3% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling