-36.1%
HOOD vs MOD
-33.0%
-3.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.5% | +6.4% |
| 7D | -4.4% | -31.3% | +26.9% | +2.9% |
| 30D | -23.4% | -46.1% | +22.7% | -13.1% |
| 3M | -6.5% | -51.1% | +44.6% | +7.8% |
| 6M | +14.2% | -62.1% | +76.2% | +35.6% |
| YTD | -22.7% | -26.2% | +3.5% | -23.2% |
| 1Y | -36.1% | -32.6% | -3.5% | -37.4% |
| All | -36.1% | -33.0% | -3.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling