+254.1%
MP vs PDD
-6.1%
+260.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.2% |
| 7D | -10.5% | +5.6% | -16.1% | -11.6% |
| 30D | -23.5% | +5.8% | -29.3% | -24.5% |
| 3M | -25.4% | -8.6% | -16.8% | -24.2% |
| 6M | -51.3% | -18.8% | -32.4% | -49.4% |
| YTD | -29.9% | -26.8% | -3.1% | -25.7% |
| 1Y | -31.8% | -39.3% | +7.4% | -25.1% |
| 3Y | +127.0% | -22.5% | +149.5% | +128.7% |
| 5Y | -3.3% | -0.8% | -2.5% | -15.0% |
| All | +254.1% | -6.1% | +260.2% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling