+818.1%
MU vs HOOD
+112.9%
+705.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.3% |
| 7D | -22.0% | -4.8% | -17.2% | -20.7% |
| 30D | -36.6% | -26.1% | -10.5% | -31.1% |
| 3M | -21.7% | -10.8% | -10.9% | -19.9% |
| 6M | +3.5% | +2.4% | +1.2% | +1.2% |
| YTD | +141.9% | -28.5% | +170.4% | +154.1% |
| 1Y | +189.8% | -36.3% | +226.2% | +213.3% |
| 3Y | +855.4% | +743.7% | +111.7% | +436.9% |
| 5Y | +869.2% | +118.6% | +750.5% | +487.0% |
| All | +818.1% | +112.9% | +705.2% | +446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling