+609.5%
MTUM vs PODD
+420.8%
+188.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | +4.1% | -6.9% | +11.0% | +5.4% |
| 30D | +0.6% | -3.5% | +4.1% | +1.1% |
| 3M | -0.6% | -13.6% | +12.9% | +0.9% |
| 6M | +25.3% | -42.6% | +68.0% | +36.9% |
| YTD | +23.8% | -51.5% | +75.3% | +39.6% |
| 1Y | +25.4% | -60.9% | +86.3% | +47.2% |
| 3Y | +117.3% | -19.8% | +137.0% | +114.4% |
| 5Y | +79.7% | -54.4% | +134.0% | +92.8% |
| 10Y | +359.6% | +236.1% | +123.5% | +247.0% |
| All | +609.5% | +420.8% | +188.6% | +402.5% |
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 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