+427.0%
MCK vs HRB
+209.1%
+217.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -2.9% | -8.0% | +5.1% | -1.5% |
| 30D | +0.4% | -16.0% | +16.4% | +3.5% |
| 3M | +12.1% | +26.9% | -14.8% | +6.6% |
| 6M | -5.4% | +51.1% | -56.6% | -13.6% |
| YTD | +7.8% | +7.1% | +0.7% | +4.9% |
| 1Y | +22.9% | -9.6% | +32.6% | +23.6% |
| 3Y | +110.7% | +25.4% | +85.3% | +94.9% |
| 5Y | +346.2% | +114.9% | +231.3% | +257.8% |
| All | +427.0% | +209.1% | +217.9% | +272.8% |
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