-38.6%
PDD vs MCO
+9.9%
-48.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +1.3% |
| 7D | +6.0% | +10.7% | -4.7% | +3.6% |
| 30D | +5.5% | +17.9% | -12.4% | +1.5% |
| 3M | -9.8% | +9.5% | -19.2% | -11.8% |
| 6M | -16.0% | +18.1% | -34.0% | -19.3% |
| YTD | -27.6% | +4.1% | -31.7% | -29.3% |
| 1Y | -38.6% | +9.3% | -47.9% | -40.6% |
| All | -38.6% | +9.9% | -48.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling