-7.8%
MP vs PDD
-3.5%
-4.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -6.5% |
| 7D | -19.0% | +5.9% | -24.9% | -20.0% |
| 30D | -30.5% | +7.1% | -37.6% | -31.6% |
| 3M | -29.6% | -7.7% | -21.9% | -28.5% |
| 6M | -50.4% | -13.2% | -37.2% | -49.2% |
| YTD | -33.2% | -26.0% | -7.3% | -29.2% |
| 1Y | -38.6% | -38.4% | -0.2% | -32.4% |
| 3Y | +105.5% | -21.1% | +126.6% | +106.1% |
| 5Y | -7.8% | +0.3% | -8.2% | -5.3% |
| All | -7.8% | -3.5% | -4.4% | -5.3% |
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