+215.2%
PODD vs MKC
+29.9%
+185.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.1% |
| 7D | -10.5% | -1.5% | -9.1% | -10.1% |
| 30D | -9.0% | -3.1% | -5.9% | -8.2% |
| 3M | -11.5% | +5.2% | -16.7% | -12.8% |
| 6M | -44.7% | -12.8% | -31.9% | -42.9% |
| YTD | -53.6% | -23.3% | -30.3% | -50.4% |
| 1Y | -61.0% | -24.1% | -36.8% | -58.3% |
| 3Y | -24.7% | -32.1% | +7.4% | -18.0% |
| 5Y | -55.5% | -32.8% | -22.7% | -51.7% |
| All | +215.2% | +29.9% | +185.4% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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