+223.3%
HOOD vs MGY
+112.9%
+110.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -7.8% | +3.5% | -11.4% | -8.7% |
| 30D | +18.6% | +5.3% | +13.3% | +16.7% |
| 3M | +22.1% | +2.6% | +19.4% | +20.0% |
| 6M | +43.1% | -3.3% | +46.3% | +41.2% |
| YTD | -0.5% | +29.2% | -29.7% | -11.4% |
| 1Y | -4.4% | +18.0% | -22.4% | -12.4% |
| 3Y | +938.5% | +30.0% | +908.5% | +816.7% |
| 5Y | +173.4% | +92.7% | +80.8% | +196.8% |
| All | +223.3% | +112.9% | +110.4% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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