-3.9%
MCD vs PDD
-38.2%
+34.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.5% | +4.1% | +6.3% |
| 7D | +11.9% | +6.0% | +5.8% | +11.3% |
| 30D | +20.2% | +5.5% | +14.8% | +19.7% |
| 3M | +5.2% | -9.8% | +14.9% | +5.7% |
| 6M | 0.0% | -16.0% | +16.0% | +0.5% |
| YTD | -6.5% | -27.6% | +21.0% | -6.3% |
| 1Y | -3.9% | -38.6% | +34.7% | -3.6% |
| All | -3.9% | -38.2% | +34.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling