+127.0%
HOOD vs MTB
+67.9%
+59.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +1.4% |
| 7D | -0.6% | -0.8% | +0.1% | 0.0% |
| 30D | -23.6% | +2.4% | -26.0% | -24.6% |
| 3M | -10.7% | -10.5% | -0.2% | -3.7% |
| 6M | +8.2% | +6.4% | +1.8% | +3.4% |
| YTD | -26.3% | +12.8% | -39.1% | -32.5% |
| 1Y | -36.1% | +23.3% | -59.4% | -44.9% |
| 3Y | +950.7% | +108.2% | +842.4% | +600.6% |
| 5Y | +127.0% | +68.6% | +58.5% | +68.6% |
| All | +127.0% | +67.9% | +59.1% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling