-17.3%
MCHP vs PDD
-16.7%
-0.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +5.7% | -4.9% | +10.6% | +6.6% |
| 30D | -13.4% | -3.0% | -10.4% | -13.1% |
| 3M | -20.1% | -6.2% | -14.0% | -19.5% |
| 6M | -35.5% | -20.7% | -14.8% | -33.3% |
| YTD | -1.6% | -30.4% | +28.8% | +4.0% |
| 1Y | +15.5% | -41.3% | +56.8% | +25.6% |
| 3Y | -13.2% | -27.7% | +14.5% | -11.7% |
| All | -17.3% | -16.7% | -0.7% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling