+114.4%
MTUM vs PODD
-24.5%
+139.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | +0.7% | -10.5% | +11.2% | +1.6% |
| 30D | -2.4% | -9.0% | +6.6% | -1.8% |
| 3M | -3.6% | -11.5% | +7.9% | -3.4% |
| 6M | +23.7% | -44.7% | +68.4% | +32.8% |
| YTD | +22.9% | -53.6% | +76.5% | +35.7% |
| 1Y | +21.8% | -61.0% | +82.7% | +38.1% |
| 3Y | +114.4% | -24.7% | +139.2% | +119.8% |
| All | +114.4% | -24.5% | +139.0% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling