+302.4%
MXL vs PODD
+223.0%
+79.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.0% | +9.6% | +8.1% |
| 7D | +18.9% | -10.5% | +29.4% | +22.6% |
| 30D | +0.3% | -9.0% | +9.4% | +2.3% |
| 3M | -8.0% | -11.5% | +3.5% | -7.9% |
| 6M | +341.2% | -44.7% | +386.0% | +406.5% |
| YTD | +327.8% | -53.6% | +381.4% | +424.2% |
| 1Y | +364.9% | -61.0% | +425.9% | +506.8% |
| 3Y | +229.2% | -24.7% | +253.9% | +224.4% |
| 5Y | +42.8% | -55.5% | +98.3% | +65.4% |
| All | +302.4% | +223.0% | +79.5% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling