+194.4%
PDD vs MKC
+1.8%
+192.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -4.4% | -4.3% | -0.1% | -4.1% |
| 30D | -15.5% | -3.1% | -12.4% | -15.3% |
| 3M | -4.1% | +6.8% | -10.9% | -4.5% |
| 6M | -23.4% | -18.3% | -5.1% | -22.3% |
| YTD | -30.7% | -23.1% | -7.6% | -29.4% |
| 1Y | -37.6% | -23.7% | -14.0% | -36.5% |
| 3Y | -17.5% | -31.0% | +13.5% | -15.5% |
| 5Y | -24.6% | -33.5% | +8.9% | -24.0% |
| All | +194.4% | +1.8% | +192.6% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling