+123.6%
HOOD vs MCHP
-1.4%
+125.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -3.9% |
| 7D | -3.8% | +5.7% | -9.5% | -6.6% |
| 30D | -23.0% | -13.4% | -9.5% | -17.1% |
| 3M | -21.6% | -20.1% | -1.5% | -11.9% |
| 6M | +1.4% | -35.5% | +37.0% | +25.0% |
| YTD | -31.2% | -1.6% | -29.6% | -37.0% |
| 1Y | -35.9% | +15.5% | -51.4% | -47.2% |
| 3Y | +836.9% | -13.2% | +850.1% | +735.2% |
| 5Y | +121.1% | -17.5% | +138.6% | +93.6% |
| All | +123.6% | -1.4% | +125.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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