+31.0%
MDT vs PDD
+210.2%
-179.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +3.2% | -4.1% | +7.3% | +3.4% |
| 30D | +9.5% | -9.6% | +19.1% | +10.0% |
| 3M | +16.0% | -4.3% | +20.3% | +16.2% |
| 6M | +0.2% | -18.8% | +19.0% | +1.0% |
| YTD | -0.3% | -27.5% | +27.2% | +1.0% |
| 1Y | +4.7% | -33.6% | +38.4% | +6.4% |
| 3Y | +26.5% | -20.4% | +46.9% | +25.8% |
| 5Y | -18.2% | -19.6% | +1.4% | -20.8% |
| All | +31.0% | +210.2% | -179.2% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling