-14.5%
MP vs PDD
-11.6%
-2.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.1% | -3.1% |
| 7D | -3.6% | -1.0% | -2.7% | -3.6% |
| 30D | -21.0% | -2.4% | -18.6% | -20.7% |
| 3M | -33.3% | -14.6% | -18.7% | -31.2% |
| 6M | -45.9% | -19.6% | -26.3% | -43.7% |
| YTD | -27.8% | -30.0% | +2.1% | -22.6% |
| 1Y | -43.2% | -42.5% | -0.7% | -36.6% |
| 3Y | +144.0% | -27.2% | +171.2% | +148.8% |
| All | -14.5% | -11.6% | -2.9% | -10.4% |
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