+30.7%
MCO vs PODD
-55.4%
+86.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.1% |
| 7D | -3.8% | -10.5% | +6.8% | -1.4% |
| 30D | -0.4% | -9.0% | +8.6% | +1.6% |
| 3M | +7.7% | -11.5% | +19.3% | +9.6% |
| 6M | +7.0% | -44.7% | +51.7% | +20.4% |
| YTD | -6.4% | -53.6% | +47.2% | +9.6% |
| 1Y | -7.6% | -61.0% | +53.3% | +12.1% |
| 3Y | +43.2% | -24.7% | +67.9% | +43.2% |
| All | +30.7% | -55.4% | +86.2% | +46.4% |
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