+111.8%
HOOD vs MLM
+30.6%
+81.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.2% | -5.2% | -6.0% |
| 7D | -14.4% | -1.2% | -13.2% | -13.4% |
| 30D | -30.0% | +7.9% | -37.9% | -34.6% |
| 3M | -15.5% | -4.5% | -11.1% | -12.7% |
| 6M | +1.8% | -12.6% | +14.4% | +11.5% |
| YTD | -30.7% | -14.9% | -15.8% | -22.9% |
| 1Y | -45.0% | -13.1% | -31.9% | -40.0% |
| 3Y | +709.0% | +21.2% | +687.8% | +546.6% |
| 5Y | +111.8% | +32.0% | +79.8% | +46.6% |
| All | +111.8% | +30.6% | +81.2% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling