+201.5%
PDD vs MTSI
+915.5%
-714.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.0% | -12.1% | -6.0% |
| 7D | -1.4% | +3.5% | -5.0% | -4.1% |
| 30D | -1.0% | -30.3% | +29.3% | +8.8% |
| 3M | -12.3% | -26.0% | +13.7% | -7.4% |
| 6M | -18.5% | -36.1% | +17.6% | -12.3% |
| YTD | -29.0% | +34.3% | -63.3% | -45.1% |
| 1Y | -40.7% | +35.3% | -76.0% | -54.6% |
| 3Y | -25.7% | +217.6% | -243.3% | -64.8% |
| 5Y | -3.3% | +210.1% | -213.4% | -54.4% |
| All | +201.5% | +915.5% | -714.0% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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