-22.5%
PDD vs MDY
+50.6%
-73.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +5.6% | -1.7% | +7.3% | +6.4% |
| 30D | +5.8% | -0.9% | +6.7% | +6.1% |
| 3M | -8.6% | -5.7% | -2.9% | -6.1% |
| 6M | -18.8% | -2.9% | -15.9% | -18.1% |
| YTD | -26.8% | +9.8% | -36.6% | -30.6% |
| 1Y | -39.3% | +13.5% | -52.8% | -43.4% |
| 3Y | -22.5% | +51.9% | -74.4% | -29.5% |
| All | -22.5% | +50.6% | -73.0% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling