+191.4%
PDD vs MCO
+172.1%
+19.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.8% |
| 7D | -5.4% | -3.8% | -1.6% | -3.6% |
| 30D | -12.6% | -0.4% | -12.2% | -12.6% |
| 3M | -4.3% | +7.7% | -12.0% | -8.0% |
| 6M | -24.4% | +7.0% | -31.4% | -27.4% |
| YTD | -31.4% | -6.4% | -25.0% | -30.2% |
| 1Y | -38.1% | -7.6% | -30.5% | -36.9% |
| 3Y | -20.1% | +43.2% | -63.3% | -37.9% |
| 5Y | -25.0% | +29.6% | -54.6% | -39.4% |
| All | +191.4% | +172.1% | +19.3% | +66.6% |
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 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