-5.6%
MDB vs HRB
+28.7%
-34.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -1.6% |
| 7D | -18.0% | -9.1% | -9.0% | -15.8% |
| 30D | -10.7% | +0.3% | -11.0% | -11.2% |
| 3M | +1.0% | +23.4% | -22.4% | -6.0% |
| 6M | +31.6% | +45.1% | -13.5% | +16.5% |
| YTD | -15.2% | +8.9% | -24.1% | -22.1% |
| 1Y | +10.1% | -7.9% | +18.0% | +3.6% |
| 3Y | -5.6% | +27.9% | -33.6% | -26.3% |
| All | -5.6% | +28.7% | -34.4% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling