+58.1%
MP vs PODD
-51.3%
+109.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.0% |
| 7D | -2.9% | +1.6% | -4.5% | -3.4% |
| 30D | +13.8% | +10.7% | +3.1% | +9.9% |
| 3M | -16.7% | +0.7% | -17.4% | -19.6% |
| 6M | -11.5% | -39.3% | +27.8% | +2.8% |
| YTD | +7.9% | -48.1% | +56.1% | +33.2% |
| 1Y | -15.0% | -57.4% | +42.4% | +13.4% |
| 3Y | +153.5% | -23.3% | +176.8% | +148.5% |
| All | +58.1% | -51.3% | +109.5% | +103.1% |
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