+207.7%
PDD vs MTSI
+929.3%
-721.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | +6.0% | -10.7% | +16.7% | +9.7% |
| 30D | +5.5% | -29.0% | +34.4% | +16.6% |
| 3M | -9.8% | -14.7% | +4.9% | -8.7% |
| 6M | -16.0% | -20.1% | +4.1% | -16.4% |
| YTD | -27.6% | +36.1% | -63.7% | -43.5% |
| 1Y | -38.6% | +61.7% | -100.4% | -55.8% |
| 3Y | -22.8% | +210.7% | -233.5% | -62.5% |
| 5Y | -5.2% | +212.8% | -218.1% | -54.8% |
| All | +207.7% | +929.3% | -721.6% | -16.5% |
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