+27.0%
MMM vs HRB
+112.6%
-85.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.8% | +0.1% |
| 7D | -1.6% | -9.1% | +7.5% | -0.6% |
| 30D | -8.0% | +0.3% | -8.3% | -8.2% |
| 3M | +9.4% | +23.4% | -14.0% | +6.4% |
| 6M | +10.2% | +45.1% | -34.9% | +4.9% |
| YTD | +6.1% | +8.9% | -2.8% | +5.9% |
| 1Y | +10.8% | -7.9% | +18.7% | +13.8% |
| 3Y | +104.8% | +27.9% | +76.9% | +94.6% |
| 5Y | +27.0% | +108.3% | -81.3% | +15.0% |
| All | +27.0% | +112.6% | -85.6% | +15.0% |
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