+41.6%
MDT vs PDD
+192.6%
-150.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -3.7% | -7.6% | +4.0% | -3.3% |
| 30D | +8.6% | -5.4% | +14.0% | +8.9% |
| 3M | +12.2% | -12.9% | +25.1% | +12.9% |
| 6M | +33.7% | -19.0% | +52.7% | +34.9% |
| YTD | +7.8% | -31.6% | +39.4% | +9.5% |
| 1Y | +8.9% | -43.0% | +51.9% | +11.4% |
| 3Y | +57.6% | -28.9% | +86.5% | +57.7% |
| 5Y | -0.7% | -18.4% | +17.7% | -3.8% |
| All | +41.6% | +192.6% | -150.9% | +18.8% |
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