+1,017.5%
MDB vs HRB
+156.8%
+860.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -4.5% | -10.6% | +6.1% | -1.9% |
| 30D | -14.0% | -0.8% | -13.2% | -14.2% |
| 3M | +5.3% | +19.1% | -13.7% | +0.3% |
| 6M | +31.9% | +48.7% | -16.8% | +19.0% |
| YTD | -14.6% | +7.1% | -21.7% | -17.6% |
| 1Y | +8.2% | -8.3% | +16.6% | +7.5% |
| 3Y | -5.0% | +25.8% | -30.9% | -13.6% |
| 5Y | -24.5% | +111.1% | -135.6% | -37.4% |
| All | +1,017.5% | +156.8% | +860.7% | +761.4% |
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 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