+201.5%
PDD vs MDB
+445.5%
-244.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.7% | -4.3% |
| 7D | -1.4% | -0.9% | -0.5% | -1.5% |
| 30D | -1.0% | -15.2% | +14.1% | +2.4% |
| 3M | -12.3% | -17.9% | +5.6% | -10.3% |
| 6M | -18.5% | +9.3% | -27.8% | -24.5% |
| YTD | -29.0% | -22.0% | -7.0% | -29.5% |
| 1Y | -40.7% | -9.3% | -31.4% | -44.2% |
| 3Y | -25.7% | -10.4% | -15.3% | -38.0% |
| 5Y | -3.3% | -43.2% | +39.9% | -18.0% |
| All | +201.5% | +445.5% | -244.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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