+938.5%
HOOD vs MTUM
+114.7%
+823.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.6% |
| 7D | -7.8% | +0.7% | -8.5% | -9.0% |
| 30D | +18.6% | -2.4% | +21.1% | +23.0% |
| 3M | +22.1% | -3.6% | +25.7% | +23.2% |
| 6M | +43.1% | +23.7% | +19.4% | -12.2% |
| YTD | -0.5% | +22.9% | -23.4% | -37.6% |
| 1Y | -4.4% | +21.8% | -26.2% | -37.6% |
| 3Y | +938.5% | +114.4% | +824.0% | +233.1% |
| All | +938.5% | +114.7% | +823.7% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling