+2,659.4%
MDY vs HRB
+1,086.3%
+1,573.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +1.2% |
| 7D | +1.0% | -9.1% | +10.1% | +3.7% |
| 30D | -3.1% | +0.3% | -3.4% | -3.9% |
| 3M | +1.8% | +23.4% | -21.6% | -5.4% |
| 6M | +10.8% | +45.1% | -34.3% | -3.4% |
| YTD | +14.4% | +8.9% | +5.6% | +7.9% |
| 1Y | +15.2% | -7.9% | +23.1% | +13.9% |
| 3Y | +51.2% | +27.9% | +23.3% | +32.3% |
| 5Y | +47.2% | +108.3% | -61.1% | +8.1% |
| 10Y | +171.1% | +208.4% | -37.3% | +62.8% |
| All | +2,659.4% | +1,086.3% | +1,573.1% | +845.6% |
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