+57.4%
MDT vs PDD
-28.8%
+86.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | +1.0% | -4.9% | +5.9% | +1.2% |
| 30D | +9.2% | -3.0% | +12.2% | +9.3% |
| 3M | +14.5% | -6.2% | +20.7% | +14.7% |
| 6M | +37.3% | -20.7% | +58.0% | +38.0% |
| YTD | +9.8% | -30.4% | +40.2% | +10.6% |
| 1Y | +10.5% | -41.3% | +51.8% | +11.6% |
| 3Y | +57.4% | -27.7% | +85.1% | +59.1% |
| All | +57.4% | -28.8% | +86.3% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling