+441.0%
MCHP vs PODD
+796.9%
-356.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -1.1% |
| 7D | +5.7% | +4.1% | +1.6% | +4.8% |
| 30D | -13.4% | +13.9% | -27.3% | -15.7% |
| 3M | -20.1% | +4.1% | -24.3% | -20.9% |
| 6M | -35.5% | +2.4% | -38.0% | -36.9% |
| YTD | -1.6% | -46.4% | +44.8% | +10.2% |
| 1Y | +15.5% | -54.2% | +69.6% | +33.7% |
| 3Y | -13.2% | -6.9% | -6.3% | -14.4% |
| 5Y | -17.5% | -51.6% | +34.1% | -9.4% |
| 10Y | +136.0% | +329.3% | -193.3% | +71.3% |
| All | +441.0% | +796.9% | -356.0% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling