+124.3%
MOD vs PODD
-4.4%
+128.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.4% | -1.9% | -6.5% |
| 7D | -34.2% | +2.4% | -36.5% | -34.5% |
| 30D | -51.9% | +15.9% | -67.8% | -53.2% |
| 3M | -53.0% | +17.2% | -70.2% | -54.5% |
| 6M | -66.4% | -6.8% | -59.5% | -66.4% |
| YTD | -31.5% | -45.1% | +13.5% | -21.1% |
| 1Y | -39.6% | -50.3% | +10.8% | -28.1% |
| All | +124.3% | -4.4% | +128.8% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling