+528.7%
MPC vs PDD
+210.0%
+318.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.5% | -10.6% | -8.3% |
| 7D | -10.9% | +6.0% | -17.0% | -11.4% |
| 30D | -9.4% | +5.5% | -14.9% | -9.9% |
| 3M | +26.0% | -9.8% | +35.7% | +26.8% |
| 6M | +56.5% | -16.0% | +72.5% | +58.1% |
| YTD | +144.3% | -27.6% | +171.8% | +149.5% |
| 1Y | +117.2% | -38.6% | +155.9% | +124.9% |
| 3Y | +176.3% | -22.8% | +199.1% | +176.1% |
| 5Y | +590.5% | -5.2% | +595.7% | +552.7% |
| All | +528.7% | +210.0% | +318.7% | +367.8% |
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