+191.4%
PDD vs MRSH
+131.1%
+60.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.4% | -4.8% | -0.6% | -3.5% |
| 30D | -12.6% | -6.3% | -6.3% | -10.4% |
| 3M | -4.3% | +5.8% | -10.1% | -6.6% |
| 6M | -24.4% | +2.8% | -27.2% | -25.8% |
| YTD | -31.4% | -3.1% | -28.3% | -31.3% |
| 1Y | -38.1% | -11.3% | -26.8% | -35.9% |
| 3Y | -20.1% | -5.0% | -15.1% | -21.9% |
| 5Y | -25.0% | +19.2% | -44.2% | -35.8% |
| All | +191.4% | +131.1% | +60.3% | +67.4% |
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