+5,979.9%
MCD vs HRB
+3,357.9%
+2,622.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.7% |
| 7D | -2.8% | -5.7% | +2.8% | -1.7% |
| 30D | -6.0% | +7.9% | -13.9% | -7.7% |
| 3M | -5.6% | +32.1% | -37.7% | -11.0% |
| 6M | -21.9% | +62.2% | -84.1% | -29.9% |
| YTD | -14.7% | +16.4% | -31.1% | -18.7% |
| 1Y | -17.3% | -0.3% | -17.0% | -18.7% |
| 3Y | -2.2% | +36.0% | -38.2% | -10.9% |
| 5Y | +20.3% | +125.2% | -104.9% | -3.2% |
| 10Y | +180.7% | +237.7% | -57.0% | +95.7% |
| All | +5,979.9% | +3,357.9% | +2,622.0% | +1,590.4% |
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