+207.9%
PDD vs MCO
+182.8%
+25.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.7% |
| 7D | -4.1% | -4.2% | +0.1% | -2.2% |
| 30D | -9.6% | +2.2% | -11.8% | -10.7% |
| 3M | -4.3% | +10.1% | -14.4% | -8.9% |
| 6M | -18.8% | +5.3% | -24.0% | -21.3% |
| YTD | -27.5% | -2.7% | -24.8% | -27.6% |
| 1Y | -33.6% | -0.4% | -33.2% | -34.8% |
| 3Y | -20.4% | +49.0% | -69.4% | -39.3% |
| 5Y | -19.6% | +33.6% | -53.2% | -36.0% |
| All | +207.9% | +182.8% | +25.1% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling