-10.6%
MDB vs HRB
+11.2%
-21.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.0% | -4.0% | +3.0% | +0.1% |
| 30D | -14.0% | +15.8% | -29.7% | -19.5% |
| 3M | -20.3% | +12.0% | -32.4% | -25.1% |
| 6M | +10.9% | +40.7% | -29.9% | -6.5% |
| YTD | -20.9% | +21.0% | -41.9% | -36.5% |
| All | -10.6% | +11.2% | -21.8% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling