+906.4%
MOD vs PODD
+308.0%
+598.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.2% | +11.9% | +6.9% |
| 7D | -25.5% | -2.1% | -23.4% | -25.6% |
| 30D | -49.0% | +9.0% | -58.0% | -50.3% |
| 3M | -49.8% | +5.2% | -55.0% | -50.8% |
| 6M | -64.8% | -3.2% | -61.6% | -65.5% |
| YTD | -27.6% | -48.5% | +20.8% | -18.4% |
| 1Y | -35.2% | -54.7% | +19.5% | -24.7% |
| 3Y | +137.1% | -7.8% | +144.9% | +129.1% |
| 5Y | +760.3% | -52.4% | +812.7% | +827.6% |
| All | +906.4% | +308.0% | +598.4% | +539.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling