+123.6%
HOOD vs MPC
+734.4%
-610.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -3.8% | +11.2% | -15.0% | -6.7% |
| 30D | -23.0% | -14.5% | -8.5% | -19.8% |
| 3M | -21.6% | +16.7% | -38.3% | -26.4% |
| 6M | +1.4% | +67.6% | -66.1% | -16.2% |
| YTD | -31.2% | +157.9% | -189.1% | -52.5% |
| 1Y | -35.9% | +116.7% | -152.6% | -52.8% |
| 3Y | +836.9% | +199.8% | +637.2% | +488.2% |
| 5Y | +121.1% | +604.4% | -483.3% | +6.7% |
| All | +123.6% | +734.4% | -610.8% | +26.3% |
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