+10.5%
MCD vs PDD
-23.2%
+33.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.5% |
| 7D | +7.1% | +5.6% | +1.5% | +6.9% |
| 30D | +19.8% | +5.8% | +14.0% | +19.5% |
| 3M | +0.8% | -8.6% | +9.4% | +1.1% |
| 6M | -1.3% | -18.8% | +17.5% | -0.9% |
| YTD | -7.8% | -26.8% | +19.0% | -7.2% |
| 1Y | -5.0% | -39.3% | +34.3% | -3.9% |
| 3Y | +10.5% | -22.5% | +33.0% | +12.0% |
| All | +10.5% | -23.2% | +33.7% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling