+41,921.4%
MCHP vs HRB
+1,272.1%
+40,649.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +0.8% |
| 7D | +2.8% | -9.1% | +11.8% | +5.5% |
| 30D | -12.8% | +0.3% | -13.1% | -13.6% |
| 3M | -19.2% | +23.4% | -42.6% | -25.8% |
| 6M | +14.5% | +45.1% | -30.6% | -1.8% |
| YTD | +17.1% | +8.9% | +8.2% | +8.9% |
| 1Y | +15.3% | -7.9% | +23.2% | +12.7% |
| 3Y | +0.5% | +27.9% | -27.5% | -13.8% |
| 5Y | +6.1% | +108.3% | -102.2% | -24.4% |
| 10Y | +192.2% | +208.4% | -16.2% | +68.6% |
| All | +41,921.4% | +1,272.1% | +40,649.4% | +11,935.9% |
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