+132.4%
HOOD vs MMM
+32.9%
+99.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +4.0% |
| 7D | -4.8% | +6.2% | -11.0% | -8.2% |
| 30D | -26.1% | +14.2% | -40.3% | -31.8% |
| 3M | -10.8% | +2.9% | -13.7% | -12.5% |
| 6M | +2.4% | +27.6% | -25.2% | -12.4% |
| YTD | -28.5% | +17.3% | -45.7% | -35.9% |
| 1Y | -36.3% | +15.1% | -51.4% | -42.3% |
| 3Y | +743.7% | +157.1% | +586.6% | +370.0% |
| 5Y | +118.6% | +45.1% | +73.5% | +53.2% |
| All | +132.4% | +32.9% | +99.5% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling