+73.1%
MA vs PODD
-51.3%
+124.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.8% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | +1.5% | +10.7% | -9.1% | -0.3% |
| 3M | +20.4% | +0.7% | +19.7% | +19.4% |
| 6M | +11.1% | -39.3% | +50.4% | +20.0% |
| YTD | +2.0% | -48.1% | +50.1% | +13.3% |
| 1Y | -2.2% | -57.4% | +55.3% | +12.5% |
| 3Y | +41.9% | -23.3% | +65.1% | +41.0% |
| All | +73.1% | -51.3% | +124.4% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 5y: compounded portfolio wealth divided by compounded PODD 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…
5y analysis · Full analysis span regression · 6 months rolling