+942.1%
MDB vs HRB
+184.5%
+757.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | +6.8% | -5.1% | +11.9% | +8.1% |
| 30D | -6.2% | +8.7% | -14.9% | -8.5% |
| 3M | -29.2% | -5.4% | -23.8% | -28.7% |
| 6M | +10.3% | +41.6% | -31.3% | +0.3% |
| YTD | -20.4% | +18.7% | -39.0% | -25.4% |
| 1Y | -4.8% | +16.4% | -21.3% | -10.7% |
| 3Y | -11.6% | +22.0% | -33.6% | -19.6% |
| 5Y | -41.0% | +141.2% | -182.3% | -52.7% |
| All | +942.1% | +184.5% | +757.6% | +679.4% |
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