+198.7%
PDD vs MRSH
+135.8%
+62.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -1.9% |
| 7D | -4.1% | -3.8% | -0.3% | -2.7% |
| 30D | -13.1% | -5.8% | -7.3% | -11.1% |
| 3M | -3.5% | +11.7% | -15.2% | -7.7% |
| 6M | -21.8% | -0.3% | -21.5% | -22.2% |
| YTD | -29.7% | -1.1% | -28.5% | -30.1% |
| 1Y | -36.2% | -9.5% | -26.8% | -34.5% |
| 3Y | -16.4% | -2.6% | -13.8% | -19.0% |
| 5Y | -23.8% | +22.7% | -46.6% | -35.5% |
| All | +198.7% | +135.8% | +62.9% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling