+1,836.2%
MTZ vs PODD
+767.5%
+1,068.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.6% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | -11.1% | +10.7% | -21.8% | -13.7% |
| 3M | -36.7% | +0.7% | -37.4% | -38.2% |
| 6M | -21.9% | -39.3% | +17.3% | -13.6% |
| YTD | +9.1% | -48.1% | +57.2% | +25.4% |
| 1Y | +30.0% | -57.4% | +87.4% | +56.5% |
| 3Y | +138.5% | -23.3% | +161.7% | +139.7% |
| 5Y | +158.3% | -51.3% | +209.6% | +182.6% |
| 10Y | +700.8% | +242.0% | +458.8% | +382.2% |
| All | +1,836.2% | +767.5% | +1,068.7% | +656.7% |
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 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