-36.1%
HOOD vs MCO
+9.9%
-46.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | -0.4% |
| 7D | -4.4% | +10.7% | -15.1% | -9.3% |
| 30D | -23.4% | +17.9% | -41.3% | -29.9% |
| 3M | -6.5% | +9.5% | -16.0% | -10.7% |
| 6M | +14.2% | +18.1% | -3.9% | +3.8% |
| YTD | -22.7% | +4.1% | -26.8% | -27.8% |
| 1Y | -36.1% | +9.3% | -45.4% | -40.7% |
| All | -36.1% | +9.9% | -46.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling