+133.6%
HOOD vs MOD
+525.4%
-391.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.3% |
| 7D | -5.1% | -17.8% | +12.8% | +0.4% |
| 30D | -25.4% | -43.2% | +17.8% | -9.8% |
| 3M | -14.0% | -46.0% | +32.1% | +5.3% |
| 6M | +5.6% | -62.2% | +67.8% | +42.4% |
| YTD | -28.1% | -22.8% | -5.3% | -29.6% |
| 1Y | -40.1% | -35.5% | -4.7% | -37.7% |
| 3Y | +888.2% | +128.2% | +760.0% | +475.4% |
| 5Y | +135.8% | +791.6% | -655.8% | -32.5% |
| All | +133.6% | +525.4% | -391.9% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling