+142.9%
HOOD vs MPC
+710.6%
-567.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.6% | +3.0% |
| 7D | -3.2% | +2.6% | -5.8% | -3.9% |
| 30D | -22.6% | -12.2% | -10.4% | -20.0% |
| 3M | -10.4% | +20.1% | -30.5% | -16.6% |
| 6M | +4.7% | +60.6% | -55.9% | -12.4% |
| YTD | -25.2% | +150.6% | -175.8% | -48.0% |
| 1Y | -35.9% | +104.7% | -140.5% | -51.8% |
| 3Y | +927.7% | +194.5% | +733.2% | +548.4% |
| 5Y | +147.5% | +582.3% | -434.8% | +20.5% |
| All | +142.9% | +710.6% | -567.7% | +38.5% |
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