+250.7%
HOOD vs MXL
+41.1%
+209.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.5% |
| 7D | +17.1% | +1.6% | +15.5% | +16.5% |
| 30D | +31.6% | -7.0% | +38.6% | +32.7% |
| 3M | +38.2% | -33.4% | +71.6% | +44.9% |
| 6M | +48.5% | +260.2% | -211.6% | -26.0% |
| YTD | +8.0% | +260.0% | -252.0% | -46.8% |
| 1Y | +18.7% | +303.5% | -284.8% | -44.8% |
| 3Y | +999.1% | +160.4% | +838.7% | +414.3% |
| 5Y | +181.7% | +14.7% | +167.0% | +95.3% |
| All | +250.7% | +41.1% | +209.6% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling