+781.3%
MSTR vs PDD
+199.6%
+581.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | -10.7% | -1.0% | -9.8% | -10.6% |
| 30D | -21.6% | -2.4% | -19.2% | -21.2% |
| 3M | +24.4% | -14.6% | +39.0% | +28.8% |
| 6M | -35.5% | -19.6% | -15.8% | -32.4% |
| YTD | -20.3% | -30.0% | +9.7% | -13.9% |
| 1Y | -49.3% | -42.5% | -6.8% | -42.8% |
| 3Y | +137.8% | -27.2% | +165.0% | +144.0% |
| 5Y | +48.3% | -8.2% | +56.5% | +28.9% |
| All | +781.3% | +199.6% | +581.7% | +576.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling