-38.6%
PDD vs MDY
+17.5%
-56.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.1% |
| 7D | +6.0% | +1.7% | +4.3% | +5.1% |
| 30D | +5.5% | +1.2% | +4.3% | +4.8% |
| 3M | -9.8% | -3.5% | -6.3% | -8.0% |
| 6M | -16.0% | +3.5% | -19.5% | -18.9% |
| YTD | -27.6% | +13.6% | -41.1% | -34.8% |
| 1Y | -38.6% | +17.1% | -55.7% | -45.8% |
| All | -38.6% | +17.5% | -56.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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