+223.3%
HOOD vs MCHP
+18.6%
+204.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.3% | -2.7% |
| 7D | -7.8% | 0.0% | -7.9% | -7.9% |
| 30D | +18.6% | -6.0% | +24.6% | +22.6% |
| 3M | +22.1% | -19.7% | +41.7% | +34.7% |
| 6M | +43.1% | +14.0% | +29.0% | +25.1% |
| YTD | -0.5% | +18.4% | -18.9% | -17.3% |
| 1Y | -4.4% | +17.1% | -21.5% | -20.3% |
| 3Y | +938.5% | +0.7% | +937.8% | +760.6% |
| 5Y | +173.4% | +5.1% | +168.3% | +111.5% |
| All | +223.3% | +18.6% | +204.7% | +167.0% |
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