+133.6%
HOOD vs MMM
+33.7%
+99.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.0% |
| 7D | +3.8% | -0.8% | +4.6% | +4.3% |
| 30D | -26.4% | +14.4% | -40.8% | -32.0% |
| 3M | -14.3% | +1.8% | -16.1% | -15.4% |
| 6M | +3.9% | +31.3% | -27.4% | -12.5% |
| YTD | -28.1% | +18.0% | -46.0% | -35.8% |
| 1Y | -38.8% | +10.9% | -49.7% | -43.3% |
| 3Y | +888.5% | +160.6% | +727.8% | +445.3% |
| 5Y | +131.0% | +44.5% | +86.6% | +61.2% |
| All | +133.6% | +33.7% | +99.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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