+193.0%
HOOD vs MKC
-33.2%
+226.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | +13.4% | -4.3% | +17.7% | +13.5% |
| 30D | +25.8% | -2.0% | +27.8% | +25.7% |
| 3M | +38.0% | +10.0% | +28.0% | +37.0% |
| 6M | +52.2% | -18.5% | +70.7% | +54.1% |
| YTD | +3.7% | -22.4% | +26.2% | +5.3% |
| 1Y | +0.1% | -23.6% | +23.7% | +1.7% |
| 3Y | +992.6% | -30.4% | +1,023.0% | +1,008.5% |
| 5Y | +193.0% | -34.2% | +227.2% | +224.6% |
| All | +193.0% | -33.2% | +226.2% | +224.6% |
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 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