-38.1%
PDD vs MCO
-5.7%
-32.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.4% |
| 7D | -5.4% | -3.8% | -1.6% | -4.6% |
| 30D | -12.6% | -0.4% | -12.2% | -12.5% |
| 3M | -4.3% | +7.7% | -12.0% | -5.7% |
| 6M | -24.4% | +7.0% | -31.4% | -25.5% |
| YTD | -31.4% | -6.4% | -25.0% | -31.0% |
| 1Y | -38.1% | -7.6% | -30.5% | -37.3% |
| All | -38.1% | -5.7% | -32.4% | -37.3% |
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