+211.3%
MCD vs HRB
+246.2%
-35.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.4% |
| 7D | +5.9% | -2.4% | +8.4% | +6.4% |
| 30D | +19.6% | +15.7% | +3.9% | +16.5% |
| 3M | +3.3% | +11.4% | -8.1% | +0.9% |
| 6M | +3.5% | +40.7% | -37.2% | -3.3% |
| YTD | -6.1% | +21.0% | -27.1% | -10.4% |
| 1Y | -3.7% | +7.2% | -10.9% | -5.9% |
| 3Y | +13.4% | +29.2% | -15.8% | +5.4% |
| 5Y | +25.2% | +142.3% | -117.2% | 0.0% |
| 10Y | +211.3% | +253.1% | -41.8% | +122.5% |
| All | +211.3% | +246.2% | -35.0% | +122.5% |
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