+54.7%
MMM vs HRB
+205.6%
-150.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.6% |
| 7D | -2.6% | -10.6% | +8.0% | -0.6% |
| 30D | -9.3% | -0.8% | -8.5% | -9.5% |
| 3M | +5.6% | +19.1% | -13.5% | +1.4% |
| 6M | +9.5% | +48.7% | -39.2% | -0.3% |
| YTD | +4.1% | +7.1% | -3.0% | +1.4% |
| 1Y | +9.4% | -8.3% | +17.7% | +10.1% |
| 3Y | +101.0% | +25.8% | +75.1% | +84.7% |
| 5Y | +26.1% | +111.1% | -85.0% | +0.5% |
| 10Y | +54.7% | +206.6% | -151.8% | +5.2% |
| All | +54.7% | +205.6% | -150.9% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling