-20.1%
PDD vs MRSH
-4.7%
-15.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -4.6% | -5.9% | +1.3% | -4.3% |
| 30D | -14.0% | -7.3% | -6.7% | -13.6% |
| 3M | -4.9% | +6.7% | -11.5% | -5.0% |
| 6M | -25.8% | +3.0% | -28.8% | -25.9% |
| YTD | -31.4% | -2.9% | -28.4% | -31.5% |
| 1Y | -37.6% | -9.0% | -28.6% | -37.7% |
| All | -20.1% | -4.7% | -15.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling