+504.1%
MPC vs PDD
+216.8%
+287.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.1% |
| 7D | -12.8% | +5.9% | -18.7% | -13.2% |
| 30D | -12.7% | +7.1% | -19.8% | -13.3% |
| 3M | +27.1% | -7.7% | +34.8% | +27.7% |
| 6M | +45.8% | -13.2% | +59.0% | +46.9% |
| YTD | +134.7% | -26.0% | +160.7% | +139.3% |
| 1Y | +106.0% | -38.4% | +144.5% | +113.3% |
| 3Y | +165.5% | -21.1% | +186.6% | +164.8% |
| 5Y | +540.9% | +0.3% | +540.6% | +502.7% |
| All | +504.1% | +216.8% | +287.4% | +348.7% |
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