-32.7%
MTZ vs PODD
+11.9%
-44.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -6.2% | +15.7% | +5.6% |
| 7D | -6.4% | -2.1% | -4.3% | -6.7% |
| 30D | -22.1% | +9.0% | -31.1% | -18.6% |
| 3M | -32.7% | +5.2% | -37.9% | -30.7% |
| All | -32.7% | +11.9% | -44.6% | -30.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling