-42.5%
PDD vs MDB
-8.6%
-33.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | -1.0% | -1.0% | +0.1% | -0.9% |
| 30D | -2.4% | -14.0% | +11.6% | -1.5% |
| 3M | -14.6% | -20.3% | +5.7% | -13.9% |
| 6M | -19.6% | +10.9% | -30.5% | -22.0% |
| YTD | -30.0% | -20.9% | -9.1% | -30.5% |
| 1Y | -42.5% | -11.2% | -31.3% | -43.6% |
| All | -42.5% | -8.6% | -33.9% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling