+225.5%
HOOD vs MXL
+56.0%
+169.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.9% |
| 7D | -9.1% | +16.6% | -25.8% | -13.0% |
| 30D | +20.1% | +0.5% | +19.6% | +18.7% |
| 3M | +31.2% | -3.6% | +34.9% | +24.2% |
| 6M | +44.3% | +328.0% | -283.7% | -32.1% |
| YTD | +0.2% | +297.8% | -297.6% | -52.0% |
| 1Y | -3.5% | +339.4% | -342.9% | -56.2% |
| 3Y | +955.2% | +201.7% | +753.5% | +369.3% |
| 5Y | +175.3% | +32.8% | +142.5% | +81.5% |
| All | +225.5% | +56.0% | +169.5% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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