+796.3%
MOD vs PODD
+767.5%
+28.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.0% |
| 7D | +9.6% | +1.6% | +8.0% | +9.0% |
| 30D | 0.0% | +10.7% | -10.6% | -3.6% |
| 3M | -35.4% | +0.7% | -36.1% | -37.2% |
| 6M | -7.3% | -39.3% | +32.0% | +5.5% |
| YTD | +45.8% | -48.1% | +93.9% | +73.8% |
| 1Y | +43.1% | -57.4% | +100.6% | +81.3% |
| 3Y | +297.7% | -23.3% | +320.9% | +295.4% |
| 5Y | +1,478.8% | -51.3% | +1,530.0% | +1,632.3% |
| 10Y | +1,633.4% | +242.0% | +1,391.4% | +695.7% |
| All | +796.3% | +767.5% | +28.8% | +74.5% |
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 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