+237.0%
HOOD vs MDB
-2.0%
+238.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.5% | -2.7% |
| 7D | +13.4% | -18.0% | +31.4% | +21.2% |
| 30D | +25.8% | -10.7% | +36.5% | +30.0% |
| 3M | +38.0% | +1.0% | +37.0% | +35.7% |
| 6M | +52.2% | +31.6% | +20.6% | +33.1% |
| YTD | +3.7% | -15.2% | +18.9% | +4.9% |
| 1Y | +0.1% | +10.1% | -10.1% | -8.9% |
| 3Y | +992.6% | -5.6% | +998.2% | +834.0% |
| 5Y | +193.0% | -24.5% | +217.5% | +138.4% |
| All | +237.0% | -2.0% | +238.9% | +179.8% |
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