-41.3%
PDD vs MDY
+14.2%
-55.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +2.3% | -7.2% | -5.8% |
| 30D | -3.0% | +2.0% | -5.0% | -4.2% |
| 3M | -6.2% | -5.6% | -0.5% | -3.1% |
| 6M | -20.7% | +1.3% | -22.0% | -22.5% |
| YTD | -30.4% | +12.3% | -42.7% | -37.4% |
| 1Y | -41.3% | +15.8% | -57.1% | -47.6% |
| All | -41.3% | +14.2% | -55.5% | -47.6% |
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