+131.0%
HOOD vs MCD
+22.9%
+108.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | +3.8% | -1.6% | +5.4% | +4.1% |
| 30D | -26.4% | +16.0% | -42.4% | -28.9% |
| 3M | -14.3% | 0.0% | -14.2% | -14.3% |
| 6M | +3.9% | +0.9% | +3.0% | +3.3% |
| YTD | -28.1% | -8.7% | -19.4% | -26.6% |
| 1Y | -38.8% | -8.6% | -30.3% | -37.7% |
| 3Y | +888.5% | +9.9% | +878.6% | +825.2% |
| 5Y | +131.0% | +22.6% | +108.4% | +88.9% |
| All | +131.0% | +22.9% | +108.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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