+146.5%
HOOD vs MULL
+1,070.1%
-923.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.9% |
| 7D | -5.1% | -32.2% | +27.2% | +0.5% |
| 30D | -25.4% | -55.4% | +30.0% | -15.5% |
| 3M | -14.0% | -41.3% | +27.3% | -8.4% |
| 6M | +5.6% | -44.9% | +50.5% | -2.3% |
| YTD | -28.1% | +192.4% | -220.5% | -62.0% |
| 1Y | -40.1% | +239.4% | -279.6% | -70.8% |
| All | +146.5% | +1,070.1% | -923.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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