+282.4%
MXL vs HRB
+376.7%
-94.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.2% | +8.0% |
| 7D | +19.0% | -10.6% | +29.6% | +22.2% |
| 30D | +4.5% | -0.8% | +5.3% | +4.0% |
| 3M | -1.5% | +19.1% | -20.6% | -8.7% |
| 6M | +348.6% | +48.7% | +299.9% | +280.1% |
| YTD | +310.3% | +7.1% | +303.2% | +283.7% |
| 1Y | +344.7% | -8.3% | +353.0% | +335.9% |
| 3Y | +211.2% | +25.8% | +185.3% | +161.5% |
| 5Y | +34.8% | +111.1% | -76.2% | -8.6% |
| 10Y | +286.5% | +206.6% | +80.0% | +106.3% |
| All | +282.4% | +376.7% | -94.3% | +63.2% |
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