+225.5%
HOOD vs MKC
-32.7%
+258.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -9.1% | -2.8% | -6.3% | -9.1% |
| 30D | +20.1% | -3.4% | +23.5% | +20.0% |
| 3M | +31.2% | +3.8% | +27.5% | +30.9% |
| 6M | +44.3% | -17.9% | +62.2% | +45.0% |
| YTD | +0.2% | -23.6% | +23.8% | +0.9% |
| 1Y | -3.5% | -23.1% | +19.6% | -3.0% |
| 3Y | +955.2% | -31.5% | +986.7% | +957.5% |
| 5Y | +175.3% | -33.1% | +208.4% | +199.4% |
| All | +225.5% | -32.7% | +258.1% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling