-19.5%
MDT vs PODD
-54.3%
+34.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | +13.1% | -13.6% | +26.7% | +15.3% |
| 6M | +2.3% | -42.6% | +45.0% | +11.0% |
| YTD | -2.7% | -51.5% | +48.8% | +8.4% |
| 1Y | +0.9% | -60.9% | +61.8% | +16.0% |
| 3Y | +26.8% | -19.8% | +46.6% | +26.4% |
| 5Y | -19.5% | -54.4% | +34.9% | -12.2% |
| All | -19.5% | -54.3% | +34.8% | -12.2% |
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 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