+195.8%
PDD vs MDB
+456.9%
-261.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | -4.9% | +6.8% | -11.7% | -6.7% |
| 30D | -3.0% | -6.2% | +3.2% | -2.4% |
| 3M | -6.2% | -29.2% | +23.1% | +0.3% |
| 6M | -20.7% | +10.3% | -31.0% | -26.6% |
| YTD | -30.4% | -20.4% | -10.0% | -31.2% |
| 1Y | -41.3% | -4.8% | -36.4% | -45.5% |
| 3Y | -27.7% | -11.6% | -16.1% | -39.3% |
| 5Y | -16.9% | -41.0% | +24.2% | -30.2% |
| All | +195.8% | +456.9% | -261.1% | +2.9% |
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