+53.0%
MDT vs PDD
-23.2%
+76.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.9% |
| 7D | +5.4% | +5.6% | -0.2% | +5.2% |
| 30D | +19.1% | +5.8% | +13.3% | +18.8% |
| 3M | +19.5% | -8.6% | +28.1% | +19.7% |
| 6M | +33.5% | -18.8% | +52.3% | +34.0% |
| YTD | +8.7% | -26.8% | +35.5% | +9.3% |
| 1Y | +16.8% | -39.3% | +56.1% | +17.7% |
| 3Y | +53.0% | -22.5% | +75.5% | +53.9% |
| All | +53.0% | -23.2% | +76.2% | +53.9% |
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