+133.6%
HOOD vs MLM
+43.4%
+90.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -2.7% |
| 7D | +3.8% | -2.0% | +5.8% | +5.5% |
| 30D | -26.4% | +9.5% | -35.9% | -32.1% |
| 3M | -14.3% | -4.7% | -9.6% | -11.3% |
| 6M | +3.9% | -10.7% | +14.6% | +11.3% |
| YTD | -28.1% | -16.6% | -11.5% | -18.7% |
| 1Y | -38.8% | -15.4% | -23.4% | -31.8% |
| 3Y | +888.5% | +15.9% | +872.5% | +726.5% |
| 5Y | +131.0% | +27.1% | +103.9% | +71.9% |
| All | +133.6% | +43.4% | +90.2% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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