+226.1%
PODD vs M
-6.4%
+232.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.3% |
| 7D | -4.1% | +2.4% | -6.5% | -4.3% |
| 30D | +0.8% | -11.6% | +12.4% | +2.0% |
| 3M | -6.1% | +1.6% | -7.7% | -6.3% |
| 6M | -40.0% | +25.2% | -65.2% | -41.4% |
| YTD | -49.9% | +3.8% | -53.7% | -50.4% |
| 1Y | -59.3% | +36.3% | -95.6% | -60.8% |
| 3Y | -17.2% | +116.3% | -133.6% | -25.4% |
| 5Y | -53.0% | +28.2% | -81.2% | -56.2% |
| 10Y | +226.1% | -3.4% | +229.5% | +186.0% |
| All | +226.1% | -6.4% | +232.5% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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