+1,135.3%
MPC vs HRB
+243.1%
+892.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.6% | -8.1% | +10.7% | +5.4% |
| 30D | -12.2% | +15.0% | -27.2% | -16.7% |
| 3M | +20.1% | +10.2% | +9.8% | +14.7% |
| 6M | +60.6% | +44.2% | +16.4% | +38.6% |
| YTD | +150.6% | +21.0% | +129.6% | +126.2% |
| 1Y | +104.7% | +12.0% | +92.7% | +90.1% |
| 3Y | +194.5% | +24.9% | +169.6% | +149.6% |
| 5Y | +582.3% | +144.6% | +437.7% | +308.5% |
| 10Y | +1,135.3% | +229.4% | +905.9% | +498.1% |
| All | +1,135.3% | +243.1% | +892.2% | +498.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling