+561.0%
MPC vs PDD
+192.6%
+368.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.6% |
| 7D | +9.4% | -7.6% | +17.1% | +10.1% |
| 30D | -13.4% | -5.4% | -8.0% | -13.1% |
| 3M | +18.9% | -12.9% | +31.8% | +20.0% |
| 6M | +64.9% | -19.0% | +83.9% | +67.1% |
| YTD | +156.8% | -31.6% | +188.4% | +163.4% |
| 1Y | +113.2% | -43.0% | +156.2% | +122.0% |
| 3Y | +201.8% | -28.9% | +230.7% | +203.5% |
| 5Y | +601.4% | -18.4% | +619.7% | +572.4% |
| All | +561.0% | +192.6% | +368.5% | +394.0% |
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