+363.7%
MMM vs PODD
+781.2%
-417.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.6% |
| 7D | +5.8% | -2.5% | +8.2% | +6.1% |
| 30D | +17.9% | +10.7% | +7.2% | +16.4% |
| 3M | +3.6% | +6.1% | -2.5% | +2.7% |
| 6M | +32.9% | -2.8% | +35.7% | +32.3% |
| YTD | +19.5% | -47.3% | +66.8% | +28.3% |
| 1Y | +16.5% | -53.2% | +69.7% | +27.0% |
| 3Y | +167.2% | -2.0% | +169.2% | +160.3% |
| 5Y | +48.2% | -52.9% | +101.2% | +55.0% |
| 10Y | +83.0% | +321.1% | -238.0% | +33.4% |
| All | +363.7% | +781.2% | -417.5% | +149.2% |
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