+132.4%
HOOD vs MDB
-13.8%
+146.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.2% |
| 7D | -4.8% | -11.4% | +6.6% | -0.5% |
| 30D | -26.1% | -13.8% | -12.3% | -22.1% |
| 3M | -10.8% | -15.5% | +4.6% | -7.2% |
| 6M | +2.4% | +17.9% | -15.6% | -7.9% |
| YTD | -28.5% | -25.5% | -3.0% | -25.1% |
| 1Y | -36.3% | -12.1% | -24.2% | -37.8% |
| 3Y | +743.7% | -5.9% | +749.6% | +612.7% |
| 5Y | +118.6% | -43.7% | +162.3% | +84.0% |
| All | +132.4% | -13.8% | +146.2% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling