+207.9%
PDD vs MDY
+110.9%
+97.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -9.6% | -1.5% | -8.1% | -8.7% |
| 3M | -4.3% | +0.8% | -5.0% | -5.2% |
| 6M | -18.8% | +7.4% | -26.2% | -23.5% |
| YTD | -27.5% | +15.2% | -42.7% | -35.3% |
| 1Y | -33.6% | +16.5% | -50.2% | -41.4% |
| 3Y | -20.4% | +46.8% | -67.2% | -43.0% |
| 5Y | -19.6% | +46.0% | -65.6% | -40.9% |
| All | +207.9% | +110.9% | +97.0% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling