+43.1%
MMM vs PDD
+216.8%
-173.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.3% |
| 7D | +5.9% | +5.9% | 0.0% | +5.5% |
| 30D | +14.7% | +7.1% | +7.7% | +14.3% |
| 3M | +3.6% | -7.7% | +11.3% | +4.0% |
| 6M | +32.7% | -13.2% | +46.0% | +33.5% |
| YTD | +18.9% | -26.0% | +44.9% | +20.7% |
| 1Y | +16.4% | -38.4% | +54.8% | +19.2% |
| 3Y | +159.8% | -21.1% | +180.9% | +159.5% |
| 5Y | +47.2% | +0.3% | +46.8% | +42.1% |
| All | +43.1% | +216.8% | -173.7% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling