-25.9%
PDD vs MDLN
-7.5%
-18.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.6% |
| 7D | -4.6% | -11.5% | +6.8% | -3.8% |
| 30D | -14.0% | -7.6% | -6.4% | -13.5% |
| 3M | -4.9% | -11.4% | +6.5% | -4.0% |
| 6M | -25.8% | -24.5% | -1.3% | -24.1% |
| YTD | -31.4% | -22.9% | -8.5% | -28.8% |
| All | -25.9% | -7.5% | -18.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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