+76.3%
MMM vs HRB
+221.6%
-145.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -0.4% | -5.1% | +4.7% | +0.6% |
| 30D | +12.1% | +8.7% | +3.5% | +10.4% |
| 3M | +1.4% | -5.4% | +6.8% | +2.2% |
| 6M | +26.6% | +41.6% | -15.0% | +17.5% |
| YTD | +16.8% | +18.7% | -1.8% | +11.5% |
| 1Y | +10.1% | +16.4% | -6.4% | +5.4% |
| 3Y | +158.4% | +22.0% | +136.4% | +140.6% |
| 5Y | +43.1% | +141.2% | -98.1% | +11.1% |
| All | +76.3% | +221.6% | -145.3% | +23.3% |
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