+254.1%
MP vs HRB
+336.0%
-81.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.2% | +9.2% | +5.3% |
| 7D | -10.5% | +2.7% | -13.2% | -10.8% |
| 30D | -23.5% | +22.1% | -45.6% | -25.1% |
| 3M | -25.4% | +15.7% | -41.1% | -26.8% |
| 6M | -51.3% | +83.3% | -134.6% | -55.8% |
| YTD | -29.9% | +25.0% | -54.9% | -31.9% |
| 1Y | -31.8% | +6.9% | -38.8% | -31.6% |
| 3Y | +127.0% | +39.0% | +87.9% | +109.7% |
| 5Y | -3.3% | +146.4% | -149.7% | -19.1% |
| All | +254.1% | +336.0% | -81.9% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling