-9.3%
MCD vs PDD
-42.6%
+33.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -1.6% | -4.9% | +3.2% | -1.2% |
| 30D | +14.1% | -3.0% | +17.2% | +14.3% |
| 3M | +0.6% | -6.2% | +6.8% | +1.0% |
| 6M | 0.0% | -20.7% | +20.7% | +0.9% |
| YTD | -9.3% | -30.4% | +21.1% | -8.8% |
| 1Y | -9.3% | -41.3% | +32.0% | -8.6% |
| All | -9.3% | -42.6% | +33.3% | -8.6% |
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