+478.5%
MRK vs PODD
+736.9%
-258.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | +15.5% | +0.8% | +14.7% | +15.3% |
| 3M | +25.1% | -6.1% | +31.2% | +25.4% |
| 6M | +30.1% | -40.0% | +70.1% | +36.6% |
| YTD | +43.1% | -49.9% | +93.1% | +53.3% |
| 1Y | +82.5% | -59.3% | +141.7% | +99.7% |
| 3Y | +49.3% | -17.2% | +66.6% | +47.6% |
| 5Y | +130.3% | -53.0% | +183.2% | +137.8% |
| 10Y | +234.3% | +226.1% | +8.2% | +157.6% |
| All | +478.5% | +736.9% | -258.4% | +241.4% |
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