+11.7%
MCHP vs PDD
-42.4%
+54.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -22.6% | -1.0% | -21.6% | -22.6% |
| 30D | -20.1% | -2.4% | -17.7% | -20.0% |
| 3M | -25.4% | -14.6% | -10.8% | -23.4% |
| 6M | -38.4% | -19.6% | -18.8% | -34.3% |
| YTD | -3.7% | -30.0% | +26.3% | +9.4% |
| 1Y | +11.7% | -42.5% | +54.2% | +42.1% |
| All | +11.7% | -42.4% | +54.1% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling