+207.9%
PDD vs MTSI
+1,087.4%
-879.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.5% |
| 7D | -4.1% | +1.4% | -5.4% | -4.6% |
| 30D | -9.6% | +2.1% | -11.7% | -11.5% |
| 3M | -4.3% | -29.7% | +25.5% | +5.0% |
| 6M | -18.8% | +12.5% | -31.3% | -27.6% |
| YTD | -27.5% | +57.0% | -84.5% | -44.5% |
| 1Y | -33.6% | +103.9% | -137.6% | -55.1% |
| 3Y | -20.4% | +223.6% | -244.0% | -60.2% |
| 5Y | -19.6% | +321.6% | -341.1% | -64.6% |
| All | +207.9% | +1,087.4% | -879.5% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling