-51.0%
PODD vs MULL
+2,366.2%
-2,417.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.3% | +7.0% | -2.3% |
| 7D | -10.6% | +3.6% | -14.2% | -10.6% |
| 30D | -6.9% | +22.0% | -28.9% | -7.2% |
| 3M | -10.6% | -8.6% | -2.0% | -11.8% |
| 6M | -43.5% | +248.5% | -292.0% | -50.1% |
| YTD | -52.6% | +516.3% | -568.9% | -60.9% |
| 1Y | -60.1% | +2,036.6% | -2,096.7% | -71.8% |
| All | -51.0% | +2,366.2% | -2,417.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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