+225.5%
HOOD vs MCO
+29.3%
+196.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.3% |
| 7D | -9.1% | -7.3% | -1.8% | -2.3% |
| 30D | +20.1% | -1.7% | +21.8% | +22.3% |
| 3M | +31.2% | +3.9% | +27.3% | +25.2% |
| 6M | +44.3% | +3.8% | +40.5% | +37.1% |
| YTD | +0.2% | -7.9% | +8.1% | +5.9% |
| 1Y | -3.5% | -6.8% | +3.3% | -0.4% |
| 3Y | +955.2% | +40.9% | +914.3% | +634.5% |
| 5Y | +175.3% | +27.5% | +147.8% | +95.6% |
| All | +225.5% | +29.3% | +196.2% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling