+231.1%
HOOD vs MKC
-32.2%
+263.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.8% |
| 7D | +7.7% | -4.3% | +12.1% | +7.8% |
| 30D | +22.0% | -3.1% | +25.1% | +21.9% |
| 3M | +37.6% | +6.8% | +30.8% | +37.2% |
| 6M | +45.3% | -18.3% | +63.6% | +46.1% |
| YTD | +1.9% | -23.1% | +25.0% | +2.7% |
| 1Y | -2.7% | -23.7% | +21.0% | -2.0% |
| 3Y | +973.4% | -31.0% | +1,004.4% | +975.7% |
| 5Y | +179.3% | -33.5% | +212.8% | +186.1% |
| All | +231.1% | -32.2% | +263.2% | +342.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling