+142.9%
HOOD vs MLM
+45.3%
+97.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.6% |
| 7D | -3.2% | -5.8% | +2.6% | +1.9% |
| 30D | -22.6% | +9.8% | -32.4% | -28.7% |
| 3M | -10.4% | -5.2% | -5.2% | -6.9% |
| 6M | +4.7% | -10.3% | +15.0% | +11.7% |
| YTD | -25.2% | -15.5% | -9.8% | -16.4% |
| 1Y | -35.9% | -15.0% | -20.8% | -28.7% |
| 3Y | +927.7% | +17.5% | +910.2% | +749.8% |
| 5Y | +147.5% | +30.5% | +117.0% | +80.2% |
| All | +142.9% | +45.3% | +97.6% | +71.3% |
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