+167.0%
MPC vs PDD
-22.3%
+189.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +27.9% |
| 6M | +45.8% | -13.2% | +59.0% | +47.3% |
| YTD | +134.7% | -26.0% | +160.7% | +141.2% |
| 1Y | +106.0% | -38.4% | +144.5% | +116.7% |
| All | +167.0% | -22.3% | +189.4% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling