+242.5%
MET vs PODD
+229.6%
+12.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.5% |
| 7D | -2.5% | -10.6% | +8.1% | -0.9% |
| 30D | 0.0% | -6.9% | +6.9% | +1.0% |
| 3M | +13.1% | -10.6% | +23.7% | +14.2% |
| 6M | +39.0% | -43.5% | +82.5% | +49.7% |
| YTD | +25.2% | -52.6% | +77.8% | +38.3% |
| 1Y | +25.6% | -60.1% | +85.7% | +42.2% |
| 3Y | +67.1% | -21.7% | +88.7% | +67.1% |
| 5Y | +85.1% | -54.6% | +139.7% | +96.1% |
| All | +242.5% | +229.6% | +12.9% | +188.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling