+160.8%
MMM vs PDD
-22.3%
+183.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.4% |
| 7D | +5.9% | +5.9% | 0.0% | +5.3% |
| 30D | +14.7% | +7.1% | +7.7% | +14.0% |
| 3M | +3.6% | -7.7% | +11.3% | +4.2% |
| 6M | +32.7% | -13.2% | +46.0% | +34.3% |
| YTD | +18.9% | -26.0% | +44.9% | +22.0% |
| 1Y | +16.4% | -38.4% | +54.8% | +21.3% |
| All | +160.8% | -22.3% | +183.1% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling