+959.5%
MDB vs HRB
+188.6%
+770.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +11.6% | -7.8% | +19.3% | +13.6% |
| 30D | -8.9% | +15.7% | -24.7% | -12.6% |
| 3M | -22.4% | -5.5% | -16.9% | -21.8% |
| 6M | +10.1% | +41.1% | -31.1% | +0.1% |
| YTD | -19.0% | +20.4% | -39.4% | -24.4% |
| 1Y | -7.0% | +15.2% | -22.2% | -12.5% |
| 3Y | -9.8% | +24.3% | -34.2% | -18.4% |
| 5Y | -40.1% | +144.7% | -184.8% | -52.1% |
| All | +959.5% | +188.6% | +770.9% | +689.8% |
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