-27.3%
PDD vs MTSI
+196.3%
-223.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.3% |
| 7D | -1.0% | -3.8% | +2.9% | -0.9% |
| 30D | -2.4% | -31.4% | +29.0% | +0.4% |
| 3M | -14.6% | -23.8% | +9.1% | -13.4% |
| 6M | -19.6% | -37.1% | +17.4% | -17.2% |
| YTD | -30.0% | +32.2% | -62.2% | -36.7% |
| 1Y | -42.5% | +26.9% | -69.5% | -47.7% |
| All | -27.3% | +196.3% | -223.6% | -34.6% |
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 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