+195.8%
PDD vs MRSH
+173.0%
+22.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.5% |
| 7D | -4.9% | +1.4% | -6.3% | -5.4% |
| 30D | -3.0% | +16.5% | -19.5% | -8.6% |
| 3M | -6.2% | +10.8% | -16.9% | -9.9% |
| 6M | -20.7% | +32.1% | -52.8% | -29.0% |
| YTD | -30.4% | +14.5% | -44.8% | -34.7% |
| 1Y | -41.3% | +15.5% | -56.8% | -45.1% |
| 3Y | -27.7% | +9.3% | -37.0% | -32.8% |
| 5Y | -16.9% | +35.1% | -52.0% | -32.0% |
| All | +195.8% | +173.0% | +22.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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