-25.7%
PDD vs MTZ
+272.1%
-297.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.6% | -11.6% | -3.7% |
| 7D | -1.4% | -2.4% | +1.0% | -1.4% |
| 30D | -1.0% | -11.1% | +10.1% | -0.2% |
| 3M | -12.3% | -30.6% | +18.3% | -9.4% |
| 6M | -18.5% | -54.4% | +35.9% | -12.2% |
| YTD | -29.0% | -13.0% | -16.0% | -31.5% |
| 1Y | -40.7% | -5.7% | -35.0% | -43.6% |
| 3Y | -25.7% | +297.2% | -322.9% | -21.8% |
| All | -25.7% | +272.1% | -297.8% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling