-10.9%
MP vs HRB
+140.6%
-151.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.6% |
| 7D | +9.5% | -5.1% | +14.5% | +9.7% |
| 30D | -3.0% | +8.7% | -11.6% | -3.8% |
| 3M | -30.4% | -5.4% | -25.0% | -30.3% |
| 6M | -39.2% | +41.6% | -80.7% | -41.9% |
| YTD | -23.3% | +18.7% | -41.9% | -24.2% |
| 1Y | -32.6% | +16.4% | -49.1% | -33.2% |
| 3Y | +159.3% | +22.0% | +137.3% | +145.7% |
| All | -10.9% | +140.6% | -151.5% | -24.5% |
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