+133.6%
HOOD vs MDB
-6.4%
+140.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | +3.8% | +11.6% | -7.8% | -0.3% |
| 30D | -26.4% | -8.9% | -17.5% | -23.9% |
| 3M | -14.3% | -22.4% | +8.1% | -7.8% |
| 6M | +3.9% | +10.1% | -6.1% | -3.5% |
| YTD | -28.1% | -19.0% | -9.0% | -27.0% |
| 1Y | -38.8% | -7.0% | -31.8% | -41.4% |
| 3Y | +888.5% | -9.8% | +898.3% | +754.8% |
| 5Y | +131.0% | -40.1% | +171.1% | +88.8% |
| All | +133.6% | -6.4% | +140.0% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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