-24.0%
PDD vs MDLN
-0.9%
-23.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -2.6% |
| 7D | -4.1% | -1.2% | -2.9% | -4.0% |
| 30D | -13.1% | -1.5% | -11.6% | -13.0% |
| 3M | -3.5% | +2.6% | -6.1% | -3.4% |
| 6M | -21.8% | -20.9% | -0.9% | -20.2% |
| YTD | -29.7% | -17.4% | -12.3% | -27.5% |
| All | -24.0% | -0.9% | -23.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling