+49.1%
MCHP vs PDD
+199.6%
-150.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -22.6% | -1.0% | -21.6% | -22.5% |
| 30D | -20.1% | -2.4% | -17.7% | -19.9% |
| 3M | -25.4% | -14.6% | -10.8% | -23.6% |
| 6M | -38.4% | -19.6% | -18.8% | -36.5% |
| YTD | -3.7% | -30.0% | +26.3% | +1.7% |
| 1Y | +11.7% | -42.5% | +54.2% | +22.1% |
| 3Y | -16.1% | -27.2% | +11.1% | -14.9% |
| 5Y | -16.9% | -8.2% | -8.7% | -25.5% |
| All | +49.1% | +199.6% | -150.5% | -3.7% |
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