+163.8%
MPC vs PDD
-23.2%
+187.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -16.2% | +5.6% | -21.8% | -16.6% |
| 30D | -15.7% | +5.8% | -21.5% | -16.2% |
| 3M | +24.9% | -8.6% | +33.5% | +25.8% |
| 6M | +52.7% | -18.8% | +71.5% | +55.4% |
| YTD | +131.9% | -26.8% | +158.6% | +138.5% |
| 1Y | +96.6% | -39.3% | +135.9% | +107.1% |
| 3Y | +163.8% | -22.5% | +186.3% | +169.7% |
| All | +163.8% | -23.2% | +187.0% | +169.7% |
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