+642.2%
MPC vs PDD
-22.7%
+664.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +5.4% | -4.1% | +9.5% | +5.7% |
| 30D | +31.0% | -9.6% | +40.6% | +31.8% |
| 3M | +46.0% | -4.3% | +50.3% | +46.3% |
| 6M | +77.3% | -18.8% | +96.1% | +79.3% |
| YTD | +141.9% | -27.5% | +169.4% | +146.5% |
| 1Y | +120.9% | -33.6% | +154.5% | +126.5% |
| 3Y | +182.7% | -20.4% | +203.1% | +182.9% |
| All | +642.2% | -22.7% | +664.9% | +706.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling