-51.8%
PODD vs MKC
-35.5%
-16.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +1.8% |
| 7D | +4.1% | -3.0% | +7.1% | +5.0% |
| 30D | +13.9% | +4.8% | +9.0% | +12.4% |
| 3M | +4.1% | -12.8% | +17.0% | +8.3% |
| 6M | +2.4% | +5.0% | -2.6% | +1.1% |
| YTD | -46.4% | -29.1% | -17.3% | -41.4% |
| 1Y | -54.2% | -26.4% | -27.8% | -50.5% |
| 3Y | -6.9% | -21.6% | +14.8% | -4.9% |
| All | -51.8% | -35.5% | -16.3% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling