+28.5%
MDT vs PDD
+200.9%
-172.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.8% |
| 7D | +0.4% | -4.1% | +4.5% | +0.6% |
| 30D | +6.0% | -13.1% | +19.1% | +6.7% |
| 3M | +15.5% | -3.5% | +19.0% | +15.7% |
| 6M | +3.4% | -21.8% | +25.2% | +4.4% |
| YTD | -2.2% | -29.7% | +27.5% | -0.8% |
| 1Y | +2.6% | -36.2% | +38.8% | +4.4% |
| 3Y | +27.5% | -16.4% | +43.9% | +26.5% |
| 5Y | -20.1% | -23.8% | +3.8% | -22.4% |
| All | +28.5% | +200.9% | -172.4% | +7.7% |
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