+237.0%
HOOD vs MCO
+33.1%
+203.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -1.5% |
| 7D | +13.4% | -2.7% | +16.1% | +16.7% |
| 30D | +25.8% | +0.9% | +24.8% | +24.9% |
| 3M | +38.0% | +8.7% | +29.3% | +26.0% |
| 6M | +52.2% | +2.4% | +49.8% | +46.5% |
| YTD | +3.7% | -5.2% | +8.9% | +6.6% |
| 1Y | +0.1% | -4.4% | +4.4% | +0.8% |
| 3Y | +992.6% | +45.1% | +947.4% | +639.6% |
| 5Y | +193.0% | +31.5% | +161.5% | +102.6% |
| All | +237.0% | +33.1% | +203.8% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling