+249.3%
HOOD vs MULL
+2,620.5%
-2,371.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.7% |
| 7D | +7.7% | +14.8% | -7.0% | +4.9% |
| 30D | +22.0% | +36.6% | -14.6% | +14.6% |
| 3M | +37.6% | -8.9% | +46.5% | +27.2% |
| 6M | +45.3% | +311.9% | -266.7% | -16.0% |
| YTD | +1.9% | +579.8% | -577.9% | -52.5% |
| 1Y | -2.7% | +2,421.5% | -2,424.3% | -72.4% |
| All | +249.3% | +2,620.5% | -2,371.1% | -22.3% |
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