+116.3%
MCD vs PDD
+216.8%
-100.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | +8.0% | +5.9% | +2.1% | +7.9% |
| 30D | +19.6% | +7.1% | +12.5% | +19.4% |
| 3M | +2.2% | -7.7% | +9.9% | +2.3% |
| 6M | -1.1% | -13.2% | +12.1% | -0.9% |
| YTD | -7.2% | -26.0% | +18.7% | -6.8% |
| 1Y | -6.7% | -38.4% | +31.7% | -5.9% |
| 3Y | +11.6% | -21.1% | +32.7% | +11.5% |
| 5Y | +22.6% | +0.3% | +22.3% | +19.7% |
| All | +116.3% | +216.8% | -100.5% | +101.4% |
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