+180.0%
MCD vs HRB
+213.0%
-32.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +1.2% |
| 7D | -2.0% | -9.1% | +7.0% | -0.4% |
| 30D | -6.1% | +0.3% | -6.4% | -6.5% |
| 3M | -7.3% | +23.4% | -30.6% | -11.1% |
| 6M | -20.9% | +45.1% | -66.1% | -26.9% |
| YTD | -14.7% | +8.9% | -23.5% | -16.9% |
| 1Y | -16.1% | -7.9% | -8.2% | -15.7% |
| 3Y | -1.5% | +27.9% | -29.4% | -8.5% |
| 5Y | +20.4% | +108.3% | -87.9% | -1.1% |
| 10Y | +180.0% | +208.4% | -28.4% | +99.0% |
| All | +180.0% | +213.0% | -32.9% | +99.0% |
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 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