+1,152.3%
MU vs PDD
+216.8%
+935.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +2.2% | -19.7% | -17.9% |
| 7D | -29.7% | +5.9% | -35.6% | -30.7% |
| 30D | -37.2% | +7.1% | -44.3% | -38.2% |
| 3M | -26.5% | -7.7% | -18.8% | -25.7% |
| 6M | +2.6% | -13.2% | +15.8% | +4.2% |
| YTD | +130.1% | -26.0% | +156.1% | +141.5% |
| 1Y | +176.7% | -38.4% | +215.1% | +201.6% |
| 3Y | +813.1% | -21.1% | +834.2% | +818.9% |
| 5Y | +822.0% | +0.3% | +821.6% | +695.0% |
| All | +1,152.3% | +216.8% | +935.5% | +630.3% |
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