-54.6%
PODD vs MKC
-33.9%
-20.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -10.6% | -2.8% | -7.7% | -9.8% |
| 30D | -6.9% | -3.4% | -3.5% | -6.0% |
| 3M | -10.6% | +3.8% | -14.4% | -11.6% |
| 6M | -43.5% | -17.9% | -25.5% | -40.6% |
| YTD | -52.6% | -23.6% | -29.0% | -49.4% |
| 1Y | -60.1% | -23.1% | -37.0% | -57.6% |
| 3Y | -21.7% | -31.5% | +9.9% | -14.6% |
| 5Y | -54.6% | -33.1% | -21.5% | -47.3% |
| All | -54.6% | -33.9% | -20.6% | -47.3% |
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