+197.4%
PDD vs MTZ
+269.8%
-72.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +3.0% | -0.5% |
| 7D | -1.0% | -8.7% | +7.8% | +0.1% |
| 30D | -2.4% | -15.0% | +12.6% | 0.0% |
| 3M | -14.6% | -32.6% | +18.0% | -8.9% |
| 6M | -19.6% | -56.3% | +36.7% | -7.7% |
| YTD | -30.0% | -16.8% | -13.2% | -31.1% |
| 1Y | -42.5% | -10.0% | -32.5% | -44.5% |
| 3Y | -27.2% | +267.1% | -294.3% | -51.8% |
| 5Y | -8.2% | +89.9% | -98.1% | -30.4% |
| All | +197.4% | +269.8% | -72.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling