+791.6%
MOD vs PODD
-53.5%
+845.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -17.8% | -4.4% | -13.4% | -17.5% |
| 30D | -43.2% | +9.4% | -52.7% | -44.6% |
| 3M | -46.0% | +3.6% | -49.7% | -46.9% |
| 6M | -62.2% | -4.0% | -58.3% | -62.9% |
| YTD | -22.8% | -47.9% | +25.1% | -12.2% |
| 1Y | -35.5% | -53.8% | +18.3% | -24.4% |
| 3Y | +128.2% | -4.5% | +132.8% | +118.9% |
| 5Y | +791.6% | -51.9% | +843.5% | +865.9% |
| All | +791.6% | -53.5% | +845.1% | +865.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling