-43.0%
PDD vs MTSI
+43.1%
-86.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.9% |
| 7D | -7.6% | +29.1% | -36.8% | -6.8% |
| 30D | -5.4% | -20.4% | +15.0% | -5.2% |
| 3M | -12.9% | -20.9% | +8.0% | -12.6% |
| 6M | -19.0% | -32.3% | +13.2% | -18.3% |
| YTD | -31.6% | +43.5% | -75.1% | -34.5% |
| 1Y | -43.0% | +43.8% | -86.8% | -46.1% |
| All | -43.0% | +43.1% | -86.1% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling