+174.0%
MDT vs PODD
+736.9%
-562.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.3% |
| 7D | +0.4% | -4.1% | +4.5% | +1.1% |
| 30D | +6.0% | +0.8% | +5.2% | +5.8% |
| 3M | +15.5% | -6.1% | +21.6% | +16.1% |
| 6M | +3.4% | -40.0% | +43.4% | +11.5% |
| YTD | -2.2% | -49.9% | +47.8% | +8.6% |
| 1Y | +2.6% | -59.3% | +61.9% | +17.5% |
| 3Y | +27.5% | -17.2% | +44.8% | +26.8% |
| 5Y | -20.1% | -53.0% | +32.9% | -15.1% |
| 10Y | +39.1% | +226.1% | -187.0% | +4.4% |
| All | +174.0% | +736.9% | -562.9% | +51.2% |
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