+18.1%
MCHP vs HRB
+1.1%
+17.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +0.6% |
| 7D | +1.7% | -5.7% | +7.4% | +0.5% |
| 30D | -4.1% | +7.9% | -12.0% | -2.1% |
| 3M | -22.5% | +32.1% | -54.6% | -16.8% |
| 6M | +7.3% | +62.2% | -55.0% | +17.5% |
| YTD | +18.4% | +16.4% | +2.0% | +32.1% |
| 1Y | +18.1% | -0.3% | +18.4% | +32.1% |
| All | +18.1% | +1.1% | +17.1% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling