+207.9%
PDD vs MTZ
+385.1%
-177.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | -9.6% | -11.1% | +1.5% | -7.7% |
| 3M | -4.3% | -36.7% | +32.4% | +3.1% |
| 6M | -18.8% | -21.9% | +3.2% | -17.0% |
| YTD | -27.5% | +9.1% | -36.6% | -31.6% |
| 1Y | -33.6% | +30.0% | -63.6% | -40.1% |
| 3Y | -20.4% | +138.5% | -158.9% | -40.0% |
| 5Y | -19.6% | +158.3% | -177.9% | -42.1% |
| All | +207.9% | +385.1% | -177.1% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling