+10.9%
MMM vs PDD
-43.8%
+54.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | -0.8% | -7.6% | +6.8% | +0.1% |
| 30D | +14.4% | -5.4% | +19.8% | +15.0% |
| 3M | +1.8% | -12.9% | +14.7% | +3.3% |
| 6M | +31.3% | -19.0% | +50.3% | +35.9% |
| YTD | +18.0% | -31.6% | +49.6% | +24.9% |
| 1Y | +10.9% | -43.0% | +53.9% | +17.3% |
| All | +10.9% | -43.8% | +54.7% | +17.3% |
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