+3,101.0%
MPC vs HRB
+428.4%
+2,672.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.8% |
| 7D | +5.4% | -5.7% | +11.1% | +7.6% |
| 30D | +31.0% | +7.9% | +23.1% | +26.5% |
| 3M | +46.0% | +32.1% | +13.9% | +29.8% |
| 6M | +77.3% | +62.2% | +15.1% | +43.3% |
| YTD | +141.9% | +16.4% | +125.5% | +120.6% |
| 1Y | +120.9% | -0.3% | +121.2% | +113.3% |
| 3Y | +182.7% | +36.0% | +146.7% | +129.0% |
| 5Y | +646.4% | +125.2% | +521.2% | +361.6% |
| 10Y | +1,138.7% | +237.7% | +901.1% | +472.0% |
| All | +3,101.0% | +428.4% | +2,672.6% | +835.1% |
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