+237.4%
MP vs PODD
-21.9%
+259.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.4% | -0.6% | -4.4% |
| 7D | -19.0% | +2.4% | -21.3% | -19.7% |
| 30D | -30.5% | +15.9% | -46.4% | -33.8% |
| 3M | -29.6% | +17.2% | -46.7% | -33.4% |
| 6M | -50.4% | -6.8% | -43.6% | -51.3% |
| YTD | -33.2% | -45.1% | +11.9% | -20.0% |
| 1Y | -38.6% | -50.3% | +11.8% | -23.5% |
| 3Y | +105.5% | -4.0% | +109.5% | +86.9% |
| 5Y | -7.8% | -49.3% | +41.5% | +4.2% |
| All | +237.4% | -21.9% | +259.3% | +241.0% |
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