+792.4%
MCO vs PODD
+711.3%
+81.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | -3.1% | -6.9% | +3.7% | -1.4% |
| 30D | -0.5% | -3.5% | +2.9% | +0.3% |
| 3M | +5.7% | -13.6% | +19.3% | +8.5% |
| 6M | +3.0% | -42.6% | +45.7% | +16.3% |
| YTD | -6.5% | -51.5% | +45.0% | +9.9% |
| 1Y | -5.8% | -60.9% | +55.1% | +16.3% |
| 3Y | +43.1% | -19.8% | +62.9% | +41.8% |
| 5Y | +29.5% | -54.4% | +83.8% | +43.1% |
| 10Y | +388.8% | +236.1% | +152.8% | +199.0% |
| All | +792.4% | +711.3% | +81.1% | +191.5% |
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