+250.7%
HOOD vs MOD
+1,081.2%
-830.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -3.7% |
| 7D | +17.1% | +9.6% | +7.5% | +13.3% |
| 30D | +31.6% | 0.0% | +31.6% | +31.6% |
| 3M | +38.2% | -35.4% | +73.6% | +58.9% |
| 6M | +48.5% | -7.3% | +55.8% | +44.9% |
| YTD | +8.0% | +45.8% | -37.8% | -14.2% |
| 1Y | +18.7% | +43.1% | -24.5% | -6.5% |
| 3Y | +999.1% | +297.7% | +701.4% | +430.4% |
| 5Y | +181.7% | +1,478.8% | -1,297.1% | -29.3% |
| All | +250.7% | +1,081.2% | -830.5% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling