+195.8%
PDD vs MCO
+191.2%
+4.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -3.0% | +9.8% | -12.9% | -7.4% |
| 3M | -6.2% | +4.3% | -10.4% | -8.3% |
| 6M | -20.7% | +16.5% | -37.2% | -26.8% |
| YTD | -30.4% | +0.1% | -30.5% | -31.6% |
| 1Y | -41.3% | +4.4% | -45.7% | -43.5% |
| 3Y | -27.7% | +51.6% | -79.3% | -45.2% |
| 5Y | -16.9% | +36.7% | -53.5% | -34.4% |
| All | +195.8% | +191.2% | +4.6% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling