+181.3%
MCD vs HRB
+205.6%
-24.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.9% | -10.6% | +7.8% | -1.0% |
| 30D | -6.7% | -0.8% | -5.9% | -6.9% |
| 3M | -9.6% | +19.1% | -28.6% | -12.7% |
| 6M | -22.3% | +48.7% | -71.0% | -28.5% |
| YTD | -15.4% | +7.1% | -22.5% | -17.4% |
| 1Y | -16.8% | -8.3% | -8.5% | -16.3% |
| 3Y | -2.4% | +25.8% | -28.2% | -9.1% |
| 5Y | +19.4% | +111.1% | -91.7% | -2.3% |
| 10Y | +181.3% | +206.6% | -25.3% | +100.3% |
| All | +181.3% | +205.6% | -24.3% | +100.3% |
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 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