+211.0%
PDD vs MKC
-3.3%
+214.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | +5.6% | +2.3% | +3.3% | +5.4% |
| 30D | +5.8% | +8.1% | -2.3% | +5.1% |
| 3M | -8.6% | -6.4% | -2.2% | -8.2% |
| 6M | -18.8% | +1.8% | -20.6% | -19.0% |
| YTD | -26.8% | -26.9% | +0.1% | -25.2% |
| 1Y | -39.3% | -21.7% | -17.6% | -38.4% |
| 3Y | -22.5% | -18.7% | -3.8% | -21.8% |
| 5Y | -0.8% | -32.8% | +32.1% | -0.7% |
| All | +211.0% | -3.3% | +214.3% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling