+119.5%
MCD vs PDD
+199.6%
-80.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.3% |
| 7D | +7.3% | -1.0% | +8.2% | +7.3% |
| 30D | +20.0% | -2.4% | +22.4% | +20.0% |
| 3M | +3.8% | -14.6% | +18.4% | +4.1% |
| 6M | +3.8% | -19.6% | +23.4% | +4.2% |
| YTD | -5.9% | -30.0% | +24.1% | -5.3% |
| 1Y | -3.2% | -42.5% | +39.3% | -2.3% |
| 3Y | +13.3% | -27.2% | +40.5% | +13.3% |
| 5Y | +25.2% | -8.2% | +33.5% | +22.5% |
| All | +119.5% | +199.6% | -80.1% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling