-18.2%
MDT vs HRB
+114.1%
-132.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -3.4% | -8.0% | +4.6% | -2.4% |
| 30D | +0.2% | -16.0% | +16.2% | +2.4% |
| 3M | +14.3% | +26.9% | -12.6% | +10.4% |
| 6M | +4.0% | +51.1% | -47.1% | -2.2% |
| YTD | -3.7% | +7.1% | -10.7% | -4.6% |
| 1Y | -0.4% | -9.6% | +9.3% | +1.4% |
| 3Y | +23.3% | +25.4% | -2.1% | +17.5% |
| All | -18.2% | +114.1% | -132.2% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling