+254.1%
MP vs PODD
-26.7%
+280.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.2% | +11.1% | +6.9% |
| 7D | -10.5% | -2.1% | -8.4% | -10.3% |
| 30D | -23.5% | +9.0% | -32.6% | -26.0% |
| 3M | -25.4% | +5.2% | -30.6% | -27.2% |
| 6M | -51.3% | -3.2% | -48.1% | -52.8% |
| YTD | -29.9% | -48.5% | +18.5% | -14.6% |
| 1Y | -31.8% | -54.7% | +22.9% | -12.5% |
| 3Y | +127.0% | -7.8% | +134.8% | +108.3% |
| 5Y | -3.3% | -52.4% | +49.2% | +11.3% |
| All | +254.1% | -26.7% | +280.8% | +264.4% |
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