+962.4%
MU vs HOOD
+114.1%
+848.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.5% |
| 7D | +21.6% | +3.8% | +17.9% | +20.6% |
| 30D | -16.2% | -26.4% | +10.2% | -8.8% |
| 3M | -12.4% | -14.3% | +1.9% | -9.3% |
| 6M | +4.2% | +3.9% | +0.3% | +1.4% |
| YTD | +180.0% | -28.1% | +208.0% | +194.0% |
| 1Y | +226.4% | -38.8% | +265.2% | +256.8% |
| 3Y | +969.7% | +888.5% | +81.3% | +484.1% |
| 5Y | +957.9% | +131.0% | +826.9% | +538.0% |
| All | +962.4% | +114.1% | +848.4% | +532.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD 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 HOOD 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