+195.8%
PDD vs MTSI
+924.5%
-728.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.4% | +3.7% |
| 7D | -4.9% | +10.0% | -14.9% | -8.4% |
| 30D | -3.0% | -20.3% | +17.3% | +1.6% |
| 3M | -6.2% | -24.4% | +18.2% | -2.0% |
| 6M | -20.7% | -39.2% | +18.5% | -13.2% |
| YTD | -30.4% | +35.5% | -65.8% | -46.5% |
| 1Y | -41.3% | +43.0% | -84.3% | -56.1% |
| 3Y | -27.7% | +196.3% | -224.0% | -64.6% |
| 5Y | -16.9% | +210.0% | -226.9% | -60.9% |
| All | +195.8% | +924.5% | -728.8% | -21.0% |
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