-23.7%
PDD vs MKC
-33.7%
+10.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -4.1% | -5.9% | +1.8% | -4.1% |
| 30D | -9.6% | -0.9% | -8.7% | -9.6% |
| 3M | -4.3% | +12.7% | -17.0% | -4.1% |
| 6M | -18.8% | -19.3% | +0.5% | -18.8% |
| YTD | -27.5% | -22.2% | -5.3% | -27.5% |
| 1Y | -33.6% | -23.3% | -10.3% | -33.6% |
| 3Y | -20.4% | -30.0% | +9.6% | -20.5% |
| All | -23.7% | -33.7% | +10.0% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling