+147.5%
HOOD vs MKC
-35.7%
+183.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +4.0% |
| 7D | -3.2% | -7.0% | +3.8% | -3.1% |
| 30D | -22.6% | +4.1% | -26.6% | -22.7% |
| 3M | -10.4% | -10.3% | -0.1% | -10.2% |
| 6M | +4.7% | +1.7% | +3.0% | +4.2% |
| YTD | -25.2% | -29.1% | +3.9% | -24.0% |
| 1Y | -35.9% | -26.0% | -9.9% | -35.3% |
| 3Y | +927.7% | -21.5% | +949.2% | +900.5% |
| 5Y | +147.5% | -35.0% | +182.6% | +200.5% |
| All | +147.5% | -35.7% | +183.2% | +200.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling