-36.2%
PDD vs MKC
-24.0%
-12.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -3.0% |
| 7D | -4.1% | -4.3% | +0.2% | -4.2% |
| 30D | -13.1% | -2.0% | -11.1% | -13.1% |
| 3M | -3.5% | +10.0% | -13.5% | -2.6% |
| 6M | -21.8% | -18.5% | -3.3% | -23.1% |
| YTD | -29.7% | -22.4% | -7.2% | -31.6% |
| 1Y | -36.2% | -23.6% | -12.6% | -36.7% |
| All | -36.2% | -24.0% | -12.2% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling