+133.6%
HOOD vs MPC
+683.9%
-550.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.1% | -8.8% | +3.8% | -2.7% |
| 30D | -25.4% | -14.4% | -11.0% | -22.4% |
| 3M | -14.0% | +21.9% | -35.9% | -20.5% |
| 6M | +5.6% | +60.1% | -54.5% | -11.7% |
| YTD | -28.1% | +142.3% | -170.4% | -49.5% |
| 1Y | -40.1% | +101.7% | -141.8% | -54.9% |
| 3Y | +888.2% | +184.8% | +703.4% | +529.4% |
| 5Y | +135.8% | +564.6% | -428.8% | +15.9% |
| All | +133.6% | +683.9% | -550.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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