+1,839.2%
MU vs PDD
+210.2%
+1,629.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +6.0% |
| 7D | +9.0% | -4.1% | +13.0% | +9.9% |
| 30D | +13.8% | -9.6% | +23.4% | +15.9% |
| 3M | +2.1% | -4.3% | +6.4% | +2.2% |
| 6M | +153.8% | -18.8% | +172.6% | +162.2% |
| YTD | +256.4% | -27.5% | +283.9% | +276.8% |
| 1Y | +719.8% | -33.6% | +753.4% | +784.7% |
| 3Y | +1,360.4% | -20.4% | +1,380.8% | +1,370.5% |
| 5Y | +1,312.4% | -19.6% | +1,332.0% | +1,169.2% |
| All | +1,839.2% | +210.2% | +1,629.0% | +1,039.6% |
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