+194.4%
PDD vs MCK
+618.3%
-423.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -4.4% | -3.6% | -0.8% | -4.2% |
| 30D | -15.5% | +1.4% | -16.9% | -15.6% |
| 3M | -4.1% | +13.8% | -17.9% | -5.0% |
| 6M | -23.4% | -5.2% | -18.3% | -23.1% |
| YTD | -30.7% | +9.0% | -39.7% | -31.3% |
| 1Y | -37.6% | +26.9% | -64.5% | -39.0% |
| 3Y | -17.5% | +114.7% | -132.3% | -24.6% |
| 5Y | -24.6% | +347.1% | -371.7% | -39.9% |
| All | +194.4% | +618.3% | -423.9% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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