+139.3%
HOOD vs MMM
+35.4%
+103.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +1.9% |
| 7D | -0.6% | +5.8% | -6.4% | -3.9% |
| 30D | -23.6% | +17.9% | -41.5% | -30.7% |
| 3M | -10.7% | +3.6% | -14.3% | -12.7% |
| 6M | +8.2% | +32.9% | -24.7% | -9.6% |
| YTD | -26.3% | +19.5% | -45.8% | -34.7% |
| 1Y | -36.1% | +16.5% | -52.6% | -42.5% |
| 3Y | +950.7% | +167.2% | +783.5% | +470.6% |
| 5Y | +127.0% | +48.2% | +78.8% | +57.6% |
| All | +139.3% | +35.4% | +103.9% | +41.8% |
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