+43.7%
MMM vs PDD
+203.8%
-160.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.0% |
| 7D | +5.8% | -1.4% | +7.2% | +5.8% |
| 30D | +17.9% | -1.0% | +19.0% | +18.0% |
| 3M | +3.6% | -12.3% | +15.9% | +4.3% |
| 6M | +32.9% | -18.5% | +51.4% | +34.2% |
| YTD | +19.5% | -29.0% | +48.5% | +21.5% |
| 1Y | +16.5% | -40.7% | +57.3% | +19.6% |
| 3Y | +167.2% | -25.7% | +192.8% | +167.7% |
| 5Y | +48.2% | -3.3% | +51.5% | +43.4% |
| All | +43.7% | +203.8% | -160.0% | +18.0% |
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