+824.1%
PODD vs MLM
+351.4%
+472.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | +1.6% | -2.9% | +4.5% | +2.8% |
| 30D | +10.7% | -6.8% | +17.5% | +13.8% |
| 3M | +0.7% | -11.2% | +12.0% | +5.4% |
| 6M | -39.3% | -21.8% | -17.4% | -33.3% |
| YTD | -48.1% | -17.0% | -31.1% | -44.9% |
| 1Y | -57.4% | -16.4% | -41.1% | -55.0% |
| 3Y | -23.3% | +14.5% | -37.7% | -31.1% |
| 5Y | -51.3% | +41.7% | -93.0% | -60.7% |
| 10Y | +242.0% | +200.0% | +42.0% | +71.5% |
| All | +824.1% | +351.4% | +472.7% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling