-23.7%
PDD vs MDB
-28.4%
+4.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.8% |
| 7D | -4.1% | -17.4% | +13.4% | +0.5% |
| 30D | -9.6% | -2.0% | -7.6% | -10.2% |
| 3M | -4.3% | -3.0% | -1.3% | -5.1% |
| 6M | -18.8% | +48.7% | -67.4% | -29.7% |
| YTD | -27.5% | -12.1% | -15.4% | -28.6% |
| 1Y | -33.6% | +14.5% | -48.1% | -40.2% |
| 3Y | -20.4% | -6.1% | -14.3% | -32.4% |
| All | -23.7% | -28.4% | +4.7% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling