+207.6%
MDT vs PODD
+796.9%
-589.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.3% | +1.5% |
| 7D | +1.0% | +4.1% | -3.0% | +0.4% |
| 30D | +9.2% | +13.9% | -4.7% | +6.8% |
| 3M | +14.5% | +4.1% | +10.4% | +13.6% |
| 6M | +37.3% | +2.4% | +34.9% | +35.9% |
| YTD | +9.8% | -46.4% | +56.2% | +20.4% |
| 1Y | +10.5% | -54.2% | +64.7% | +24.2% |
| 3Y | +57.4% | -6.9% | +64.3% | +54.1% |
| 5Y | +1.2% | -51.6% | +52.7% | +7.0% |
| 10Y | +63.2% | +329.3% | -266.0% | +17.9% |
| All | +207.6% | +796.9% | -589.4% | +67.7% |
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