-17.3%
MCD vs PDD
-33.4%
+16.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.8% | -4.1% | +1.2% | -2.6% |
| 30D | -6.0% | -9.6% | +3.6% | -5.5% |
| 3M | -5.6% | -4.3% | -1.3% | -5.6% |
| 6M | -21.9% | -18.8% | -3.1% | -21.3% |
| YTD | -14.7% | -27.5% | +12.8% | -14.5% |
| 1Y | -17.3% | -33.6% | +16.4% | -17.6% |
| All | -17.3% | -33.4% | +16.2% | -17.6% |
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