+48.2%
MMM vs HRB
+142.1%
-93.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.2% |
| 7D | +5.8% | -2.4% | +8.2% | +6.1% |
| 30D | +17.9% | +15.7% | +2.2% | +16.1% |
| 3M | +3.6% | +11.4% | -7.8% | +2.2% |
| 6M | +32.9% | +40.7% | -7.8% | +27.5% |
| YTD | +19.5% | +21.0% | -1.5% | +18.0% |
| 1Y | +16.5% | +7.2% | +9.3% | +17.5% |
| 3Y | +167.2% | +29.2% | +138.0% | +156.2% |
| 5Y | +48.2% | +142.3% | -94.1% | +31.1% |
| All | +48.2% | +142.1% | -93.9% | +31.1% |
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