-23.2%
PODD vs MKC
-31.7%
+8.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -10.6% | -2.8% | -7.7% | -10.0% |
| 30D | -6.9% | -3.4% | -3.5% | -6.2% |
| 3M | -10.6% | +3.8% | -14.4% | -11.3% |
| 6M | -43.5% | -17.9% | -25.5% | -41.6% |
| YTD | -52.6% | -23.6% | -29.0% | -50.4% |
| 1Y | -60.1% | -23.1% | -37.0% | -58.4% |
| All | -23.2% | -31.7% | +8.5% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling