-6.9%
PODD vs MKC
-21.4%
+14.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +1.9% |
| 7D | +4.1% | -3.0% | +7.1% | +4.8% |
| 30D | +13.9% | +4.8% | +9.0% | +13.0% |
| 3M | +4.1% | -12.8% | +17.0% | +6.8% |
| 6M | +2.4% | +5.0% | -2.6% | +2.1% |
| YTD | -46.4% | -29.1% | -17.3% | -43.8% |
| 1Y | -54.2% | -26.4% | -27.8% | -52.3% |
| 3Y | -6.9% | -21.6% | +14.8% | -4.7% |
| All | -6.9% | -21.4% | +14.6% | -4.7% |
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