+3.0%
MCHP vs HRB
+114.1%
-111.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.6% |
| 7D | 0.0% | -8.0% | +8.1% | +0.8% |
| 30D | -6.0% | -16.0% | +9.9% | -4.6% |
| 3M | -19.7% | +26.9% | -46.5% | -22.6% |
| 6M | +14.0% | +51.1% | -37.1% | +5.6% |
| YTD | +18.4% | +7.1% | +11.4% | +18.4% |
| 1Y | +17.1% | -9.6% | +26.7% | +22.0% |
| 3Y | +0.7% | +25.4% | -24.7% | -7.3% |
| All | +3.0% | +114.1% | -111.1% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling