+808.8%
MU vs PDD
-22.3%
+831.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +2.2% | -19.7% | -18.0% |
| 7D | -29.7% | +5.9% | -35.6% | -30.9% |
| 30D | -37.2% | +7.1% | -44.3% | -38.4% |
| 3M | -26.5% | -7.7% | -18.8% | -25.4% |
| 6M | +2.6% | -13.2% | +15.8% | +5.5% |
| YTD | +130.1% | -26.0% | +156.1% | +148.0% |
| 1Y | +176.7% | -38.4% | +215.1% | +214.0% |
| All | +808.8% | -22.3% | +831.2% | +890.1% |
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