+81.4%
MCHP vs PDD
+200.9%
-119.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.5% |
| 7D | +2.8% | -4.1% | +6.9% | +3.5% |
| 30D | -12.8% | -13.1% | +0.3% | -10.7% |
| 3M | -19.2% | -3.5% | -15.7% | -18.9% |
| 6M | +14.5% | -21.8% | +36.3% | +19.0% |
| YTD | +17.1% | -29.7% | +46.8% | +23.9% |
| 1Y | +15.3% | -36.2% | +51.5% | +24.1% |
| 3Y | +0.5% | -16.4% | +16.8% | -0.3% |
| 5Y | +6.1% | -23.8% | +29.9% | -1.8% |
| All | +81.4% | +200.9% | -119.5% | +17.3% |
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 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