-0.3%
PDD vs MKC
-32.7%
+32.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.1% |
| 7D | +5.6% | +2.3% | +3.3% | +5.6% |
| 30D | +5.8% | +8.1% | -2.3% | +5.8% |
| 3M | -8.6% | -6.4% | -2.2% | -8.6% |
| 6M | -18.8% | +1.8% | -20.6% | -18.7% |
| YTD | -26.8% | -26.9% | +0.1% | -27.0% |
| 1Y | -39.3% | -21.7% | -17.6% | -39.4% |
| 3Y | -22.5% | -18.7% | -3.8% | -21.6% |
| All | -0.3% | -32.7% | +32.4% | +12.3% |
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