+642.2%
MPC vs HRB
+126.2%
+516.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.9% |
| 7D | +5.4% | -5.7% | +11.1% | +6.3% |
| 30D | +31.0% | +7.9% | +23.1% | +29.1% |
| 3M | +46.0% | +32.1% | +13.9% | +39.0% |
| 6M | +77.3% | +62.2% | +15.1% | +62.5% |
| YTD | +141.9% | +16.4% | +125.5% | +134.8% |
| 1Y | +120.9% | -0.3% | +121.2% | +120.6% |
| 3Y | +182.7% | +36.0% | +146.7% | +154.1% |
| All | +642.2% | +126.2% | +516.0% | +498.9% |
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