+411.6%
MDLZ vs PODD
+770.9%
-359.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +2.2% | -4.4% | +6.6% | +2.6% |
| 30D | +10.1% | +9.4% | +0.7% | +9.1% |
| 3M | +9.1% | +3.6% | +5.5% | +8.6% |
| 6M | +10.0% | -4.0% | +13.9% | +9.8% |
| YTD | +26.8% | -47.9% | +74.7% | +33.9% |
| 1Y | +22.5% | -53.8% | +76.3% | +30.7% |
| 3Y | +5.3% | -4.5% | +9.8% | +2.8% |
| 5Y | +21.4% | -51.9% | +73.3% | +24.7% |
| 10Y | +102.0% | +308.9% | -206.8% | +63.2% |
| All | +411.6% | +770.9% | -359.3% | +249.6% |
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