+79.1%
MTUM vs PODD
-55.4%
+134.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | +0.7% | -10.5% | +11.2% | +2.4% |
| 30D | -2.4% | -9.0% | +6.6% | -1.2% |
| 3M | -3.6% | -11.5% | +7.9% | -2.9% |
| 6M | +23.7% | -44.7% | +68.4% | +35.6% |
| YTD | +22.9% | -53.6% | +76.5% | +39.5% |
| 1Y | +21.8% | -61.0% | +82.7% | +42.7% |
| 3Y | +114.4% | -24.7% | +139.2% | +113.6% |
| All | +79.1% | -55.4% | +134.6% | +95.5% |
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