+40.5%
MMM vs PDD
+198.0%
-157.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.1% |
| 7D | -0.4% | -4.9% | +4.5% | -0.1% |
| 30D | +12.1% | -3.0% | +15.2% | +12.3% |
| 3M | +1.4% | -6.2% | +7.6% | +1.7% |
| 6M | +26.6% | -20.7% | +47.3% | +28.0% |
| YTD | +16.8% | -30.4% | +47.2% | +18.9% |
| 1Y | +10.1% | -41.3% | +51.4% | +13.0% |
| 3Y | +158.4% | -27.7% | +186.1% | +159.3% |
| 5Y | +43.1% | -16.9% | +60.0% | +39.4% |
| All | +40.5% | +198.0% | -157.5% | +15.5% |
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