+214.4%
PDD vs MTSI
+740.4%
-526.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -18.4% | +20.5% | +8.3% |
| 7D | +5.9% | -24.6% | +30.5% | +14.9% |
| 30D | +7.1% | -45.7% | +52.8% | +28.5% |
| 3M | -7.7% | -27.7% | +20.1% | -2.4% |
| 6M | -13.2% | -37.3% | +24.1% | -7.0% |
| YTD | -26.0% | +11.1% | -37.1% | -38.8% |
| 1Y | -38.4% | +27.2% | -65.6% | -52.3% |
| 3Y | -21.1% | +153.7% | -174.8% | -59.4% |
| 5Y | +0.3% | +159.0% | -158.6% | -49.6% |
| All | +214.4% | +740.4% | -526.0% | -9.6% |
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