+123.6%
HOOD vs MDY
+45.9%
+77.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.1% |
| 7D | -3.8% | +2.3% | -6.0% | -7.6% |
| 30D | -23.0% | +2.0% | -25.0% | -25.2% |
| 3M | -21.6% | -5.6% | -16.0% | -11.9% |
| 6M | +1.4% | +1.3% | +0.2% | +0.2% |
| YTD | -31.2% | +12.3% | -43.5% | -42.8% |
| 1Y | -35.9% | +15.8% | -51.7% | -49.5% |
| 3Y | +836.9% | +56.5% | +780.4% | +384.5% |
| 5Y | +121.1% | +35.1% | +86.0% | +40.5% |
| All | +123.6% | +45.9% | +77.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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