+175.3%
HOOD vs MTUM
+74.9%
+100.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | +1.4% |
| 7D | -9.1% | +1.2% | -10.4% | -11.1% |
| 30D | +20.1% | -1.7% | +21.8% | +23.1% |
| 3M | +31.2% | -0.5% | +31.7% | +25.6% |
| 6M | +44.3% | +22.3% | +22.0% | -6.4% |
| YTD | +0.2% | +21.4% | -21.1% | -33.3% |
| 1Y | -3.5% | +20.0% | -23.5% | -33.1% |
| 3Y | +955.2% | +113.0% | +842.3% | +213.1% |
| 5Y | +175.3% | +77.3% | +98.0% | +15.7% |
| All | +175.3% | +74.9% | +100.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling