+445.3%
MP vs PDD
-7.1%
+452.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -2.9% | -4.1% | +1.2% | -2.0% |
| 30D | +13.8% | -9.6% | +23.4% | +16.1% |
| 3M | -16.7% | -4.3% | -12.4% | -16.2% |
| 6M | -11.5% | -18.8% | +7.3% | -7.8% |
| YTD | +7.9% | -27.5% | +35.4% | +14.9% |
| 1Y | -15.0% | -33.6% | +18.6% | -8.2% |
| 3Y | +153.5% | -20.4% | +173.9% | +154.1% |
| 5Y | +58.7% | -19.6% | +78.2% | +44.7% |
| All | +445.3% | -7.1% | +452.4% | +454.6% |
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