-8.2%
PDD vs MDB
-41.6%
+33.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | -1.0% | -1.0% | +0.1% | -0.9% |
| 30D | -2.4% | -14.0% | +11.6% | +0.5% |
| 3M | -14.6% | -20.3% | +5.7% | -12.1% |
| 6M | -19.6% | +10.9% | -30.5% | -25.6% |
| YTD | -30.0% | -20.9% | -9.1% | -30.5% |
| 1Y | -42.5% | -11.2% | -31.3% | -45.4% |
| 3Y | -27.2% | -11.9% | -15.3% | -38.4% |
| 5Y | -8.2% | -40.2% | +32.0% | -20.3% |
| All | -8.2% | -41.6% | +33.4% | -20.3% |
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