+21.6%
MCD vs PODD
-51.3%
+73.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.3% |
| 7D | -2.8% | +1.6% | -4.4% | -3.0% |
| 30D | -6.0% | +10.7% | -16.7% | -6.9% |
| 3M | -5.6% | +0.7% | -6.3% | -6.1% |
| 6M | -21.9% | -39.3% | +17.4% | -18.9% |
| YTD | -14.7% | -48.1% | +33.4% | -10.2% |
| 1Y | -17.3% | -57.4% | +40.2% | -11.5% |
| 3Y | -2.2% | -23.3% | +21.1% | -2.7% |
| All | +21.6% | -51.3% | +73.0% | +20.4% |
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