+522.7%
MPC vs PDD
+210.2%
+312.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +5.4% | -4.1% | +9.5% | +5.8% |
| 30D | +31.0% | -9.6% | +40.6% | +32.0% |
| 3M | +46.0% | -4.3% | +50.3% | +46.3% |
| 6M | +77.3% | -18.8% | +96.1% | +79.6% |
| YTD | +141.9% | -27.5% | +169.4% | +147.3% |
| 1Y | +120.9% | -33.6% | +154.5% | +127.4% |
| 3Y | +182.7% | -20.4% | +203.1% | +181.7% |
| 5Y | +646.4% | -19.6% | +666.0% | +617.0% |
| All | +522.7% | +210.2% | +312.5% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling