+563.9%
MPC vs PDD
+198.0%
+365.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.3% |
| 7D | +11.2% | -4.9% | +16.1% | +11.7% |
| 30D | -14.5% | -3.0% | -11.4% | -14.4% |
| 3M | +16.7% | -6.2% | +22.9% | +17.1% |
| 6M | +67.6% | -20.7% | +88.3% | +70.1% |
| YTD | +157.9% | -30.4% | +188.3% | +164.2% |
| 1Y | +116.7% | -41.3% | +157.9% | +125.0% |
| 3Y | +199.8% | -27.7% | +227.5% | +201.0% |
| 5Y | +604.4% | -16.9% | +621.3% | +574.3% |
| All | +563.9% | +198.0% | +365.9% | +395.4% |
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 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