+250.7%
HOOD vs MKC
-31.4%
+282.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.1% |
| 7D | +17.1% | -5.9% | +23.0% | +17.2% |
| 30D | +31.6% | -0.9% | +32.5% | +31.5% |
| 3M | +38.2% | +12.7% | +25.5% | +37.7% |
| 6M | +48.5% | -19.3% | +67.8% | +49.4% |
| YTD | +8.0% | -22.2% | +30.1% | +8.7% |
| 1Y | +18.7% | -23.3% | +42.0% | +19.6% |
| 3Y | +999.1% | -30.0% | +1,029.1% | +1,001.0% |
| 5Y | +181.7% | -33.8% | +215.4% | +168.5% |
| All | +250.7% | -31.4% | +282.1% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling