+753.4%
MOD vs PODD
-52.5%
+805.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.2% | +11.9% | +6.8% |
| 7D | -25.5% | -2.1% | -23.4% | -25.6% |
| 30D | -49.0% | +9.0% | -58.0% | -50.2% |
| 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% | -17.6% |
| 1Y | -35.2% | -54.7% | +19.5% | -23.7% |
| 3Y | +137.1% | -7.8% | +144.9% | +129.0% |
| All | +753.4% | -52.5% | +805.9% | +830.8% |
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