+24.6%
MDT vs PODD
-21.1%
+45.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | 0.0% |
| 7D | -0.3% | -6.9% | +6.6% | +0.9% |
| 30D | +2.8% | -3.5% | +6.2% | +3.3% |
| 3M | +13.1% | -13.6% | +26.7% | +15.2% |
| 6M | +2.3% | -42.6% | +45.0% | +10.4% |
| YTD | -2.7% | -51.5% | +48.8% | +7.4% |
| 1Y | +0.9% | -60.9% | +61.8% | +14.6% |
| All | +24.6% | -21.1% | +45.7% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling