+992.6%
HOOD vs MKC
-29.9%
+1,022.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | +13.4% | -4.3% | +17.7% | +13.1% |
| 30D | +25.8% | -2.0% | +27.8% | +25.5% |
| 3M | +38.0% | +10.0% | +28.0% | +38.3% |
| 6M | +52.2% | -18.5% | +70.7% | +51.5% |
| YTD | +3.7% | -22.4% | +26.2% | +3.4% |
| 1Y | +0.1% | -23.6% | +23.7% | 0.0% |
| 3Y | +992.6% | -30.4% | +1,023.0% | +968.4% |
| All | +992.6% | -29.9% | +1,022.4% | +968.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling