-24.6%
PDD vs MCO
+29.3%
-53.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -4.4% | -3.1% | -1.3% | -2.9% |
| 30D | -15.5% | -0.5% | -14.9% | -15.4% |
| 3M | -4.1% | +5.7% | -9.7% | -7.1% |
| 6M | -23.4% | +3.0% | -26.4% | -25.2% |
| YTD | -30.7% | -6.5% | -24.2% | -29.3% |
| 1Y | -37.6% | -5.8% | -31.9% | -37.0% |
| 3Y | -17.5% | +43.1% | -60.7% | -40.8% |
| 5Y | -24.6% | +29.5% | -54.1% | -39.8% |
| All | -24.6% | +29.3% | -53.9% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling