-52.3%
PODD vs MLM
+30.7%
-83.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -9.1% | -5.8% | -3.3% | -6.8% |
| 30D | +7.3% | +9.8% | -2.5% | +3.5% |
| 3M | +3.7% | -5.2% | +8.9% | +5.8% |
| 6M | -2.7% | -10.3% | +7.6% | +1.0% |
| YTD | -47.2% | -15.5% | -31.8% | -44.5% |
| 1Y | -54.0% | -15.0% | -39.0% | -51.9% |
| 3Y | -3.3% | +17.5% | -20.7% | -18.4% |
| 5Y | -52.3% | +30.5% | -82.9% | -62.7% |
| All | -52.3% | +30.7% | -83.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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