-21.6%
PDD vs MTSI
+153.8%
-175.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -18.4% | +20.5% | +3.5% |
| 7D | +5.9% | -24.6% | +30.5% | +7.9% |
| 30D | +7.1% | -45.7% | +52.8% | +12.2% |
| 3M | -7.7% | -27.7% | +20.1% | -6.6% |
| 6M | -13.2% | -37.3% | +24.1% | -11.9% |
| YTD | -26.0% | +11.1% | -37.1% | -32.2% |
| 1Y | -38.4% | +27.2% | -65.6% | -45.1% |
| All | -21.6% | +153.8% | -175.4% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling