+181.3%
MSTR vs PDD
-22.3%
+203.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.9% |
| 7D | -8.7% | +5.9% | -14.6% | -10.2% |
| 30D | -21.4% | +7.1% | -28.5% | -23.0% |
| 3M | +31.4% | -7.7% | +39.1% | +34.0% |
| 6M | -30.8% | -13.2% | -17.6% | -28.7% |
| YTD | -14.9% | -26.0% | +11.1% | -8.7% |
| 1Y | -49.3% | -38.4% | -10.9% | -43.3% |
| All | +181.3% | -22.3% | +203.7% | +193.1% |
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 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