-18.7%
PDD vs MTSI
+224.7%
-243.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.3% |
| 7D | -4.1% | +1.4% | -5.4% | -4.2% |
| 30D | -9.6% | +2.1% | -11.7% | -10.2% |
| 3M | -4.3% | -29.7% | +25.5% | -0.7% |
| 6M | -18.8% | +12.5% | -31.3% | -22.7% |
| YTD | -27.5% | +57.0% | -84.5% | -35.4% |
| 1Y | -33.6% | +103.9% | -137.6% | -44.1% |
| All | -18.7% | +224.7% | -243.4% | -40.4% |
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