+45.3%
MMM vs PDD
-1.2%
+46.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +6.2% | +5.6% | +0.6% | +5.8% |
| 30D | +14.2% | +5.8% | +8.4% | +13.8% |
| 3M | +2.9% | -8.6% | +11.5% | +3.4% |
| 6M | +27.6% | -18.8% | +46.4% | +29.0% |
| YTD | +17.3% | -26.8% | +44.1% | +19.3% |
| 1Y | +15.1% | -39.3% | +54.4% | +18.3% |
| 3Y | +157.1% | -22.5% | +179.6% | +157.1% |
| All | +45.3% | -1.2% | +46.5% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling