+1,049.8%
MDB vs HRB
+179.1%
+870.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -3.1% |
| 7D | -17.4% | -5.7% | -11.8% | -16.3% |
| 30D | -2.0% | +7.9% | -9.9% | -4.2% |
| 3M | -3.0% | +32.1% | -35.1% | -10.0% |
| 6M | +48.7% | +62.2% | -13.6% | +31.4% |
| YTD | -12.1% | +16.4% | -28.5% | -16.9% |
| 1Y | +14.5% | -0.3% | +14.8% | +11.4% |
| 3Y | -6.1% | +36.0% | -42.2% | -16.2% |
| 5Y | -27.3% | +125.2% | -152.5% | -40.8% |
| All | +1,049.8% | +179.1% | +870.7% | +768.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling