+98.9%
MCD vs PDD
+210.2%
-111.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -2.8% | -4.1% | +1.2% | -2.7% |
| 30D | -6.0% | -9.6% | +3.6% | -5.8% |
| 3M | -5.6% | -4.3% | -1.3% | -5.5% |
| 6M | -21.9% | -18.8% | -3.1% | -21.6% |
| YTD | -14.7% | -27.5% | +12.8% | -14.2% |
| 1Y | -17.3% | -33.6% | +16.4% | -16.7% |
| 3Y | -2.2% | -20.4% | +18.3% | -2.3% |
| 5Y | +20.3% | -19.6% | +39.9% | +17.7% |
| All | +98.9% | +210.2% | -111.3% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling