+32.7%
MMM vs PDD
-14.6%
+47.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.2% |
| 7D | +5.9% | +5.9% | 0.0% | +5.7% |
| 30D | +14.7% | +7.1% | +7.7% | +14.6% |
| 3M | +3.6% | -7.7% | +11.3% | +3.2% |
| 6M | +32.7% | -13.2% | +46.0% | +35.9% |
| All | +32.7% | -14.6% | +47.3% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling