-25.0%
PDD vs MRSH
+19.1%
-44.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -4.6% | -5.9% | +1.3% | -2.6% |
| 30D | -14.0% | -7.3% | -6.7% | -11.7% |
| 3M | -4.9% | +6.7% | -11.5% | -7.1% |
| 6M | -25.8% | +3.0% | -28.8% | -27.0% |
| YTD | -31.4% | -2.9% | -28.4% | -31.2% |
| 1Y | -37.6% | -9.0% | -28.6% | -36.0% |
| 3Y | -18.4% | -4.3% | -14.0% | -22.0% |
| 5Y | -25.0% | +19.4% | -44.4% | -44.6% |
| All | -25.0% | +19.1% | -44.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling