+445.3%
MP vs HRB
+305.9%
+139.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +1.8% |
| 7D | -2.9% | -5.7% | +2.8% | -2.3% |
| 30D | +13.8% | +7.9% | +5.9% | +12.7% |
| 3M | -16.7% | +32.1% | -48.8% | -20.0% |
| 6M | -11.5% | +62.2% | -73.7% | -18.5% |
| YTD | +7.9% | +16.4% | -8.5% | +5.8% |
| 1Y | -15.0% | -0.3% | -14.8% | -14.2% |
| 3Y | +153.5% | +36.0% | +117.5% | +133.6% |
| 5Y | +58.7% | +125.2% | -66.5% | +34.0% |
| All | +445.3% | +305.9% | +139.4% | +308.8% |
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