+407.6%
MDLZ vs PODD
+761.8%
-354.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | -0.6% |
| 7D | +1.7% | -2.1% | +3.8% | +1.8% |
| 30D | +11.2% | +9.0% | +2.1% | +10.2% |
| 3M | +6.1% | +5.2% | +1.0% | +5.5% |
| 6M | +8.6% | -3.2% | +11.7% | +8.3% |
| YTD | +25.8% | -48.5% | +74.3% | +32.9% |
| 1Y | +21.7% | -54.7% | +76.4% | +30.1% |
| 3Y | +5.8% | -7.8% | +13.6% | +3.7% |
| 5Y | +21.4% | -52.4% | +73.8% | +24.8% |
| 10Y | +97.2% | +315.9% | -218.6% | +59.1% |
| All | +407.6% | +761.8% | -354.2% | +247.2% |
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