-8.2%
PDD vs MTSI
+209.3%
-217.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.0% |
| 7D | -1.0% | -3.8% | +2.9% | -1.0% |
| 30D | -2.4% | -31.4% | +29.0% | +6.5% |
| 3M | -14.6% | -23.8% | +9.1% | -11.3% |
| 6M | -19.6% | -37.1% | +17.4% | -13.5% |
| YTD | -30.0% | +32.2% | -62.2% | -46.4% |
| 1Y | -42.5% | +26.9% | -69.5% | -55.4% |
| 3Y | -27.2% | +193.7% | -220.9% | -70.2% |
| 5Y | -8.2% | +218.0% | -226.3% | -69.7% |
| All | -8.2% | +209.3% | -217.5% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling