+113.0%
HOOD vs MAR
+155.0%
-42.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.4% |
| 7D | -4.8% | +4.3% | -9.1% | -8.0% |
| 30D | -26.1% | +16.8% | -42.9% | -34.8% |
| 3M | -10.8% | +16.0% | -26.8% | -21.1% |
| 6M | +2.4% | +16.5% | -14.1% | -11.2% |
| YTD | -28.5% | +35.0% | -63.5% | -46.0% |
| 1Y | -36.3% | +49.4% | -85.7% | -56.5% |
| 3Y | +743.7% | +124.1% | +619.6% | +316.9% |
| All | +113.0% | +155.0% | -42.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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