+44.2%
MDT vs PDD
+203.8%
-159.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.1% |
| 7D | +3.5% | -1.4% | +5.0% | +3.6% |
| 30D | +16.2% | -1.0% | +17.2% | +16.2% |
| 3M | +18.9% | -12.3% | +31.2% | +19.6% |
| 6M | +37.3% | -18.5% | +55.8% | +38.4% |
| YTD | +9.7% | -29.0% | +38.8% | +11.2% |
| 1Y | +15.2% | -40.7% | +55.9% | +17.6% |
| 3Y | +61.8% | -25.7% | +87.5% | +61.5% |
| 5Y | -1.4% | -3.3% | +1.9% | -5.4% |
| All | +44.2% | +203.8% | -159.6% | +20.7% |
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