+23.0%
MMM vs PDD
-38.2%
+61.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.5% | +7.1% | +9.2% |
| 7D | +12.2% | +6.0% | +6.2% | +11.5% |
| 30D | +18.8% | +5.5% | +13.4% | +18.1% |
| 3M | +7.4% | -9.8% | +17.1% | +8.5% |
| 6M | +38.3% | -16.0% | +54.3% | +43.1% |
| YTD | +22.9% | -27.6% | +50.4% | +29.9% |
| 1Y | +23.0% | -38.6% | +61.6% | +33.8% |
| All | +23.0% | -38.2% | +61.2% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling