-38.6%
PDD vs MLM
-11.4%
-27.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.0% |
| 7D | +6.0% | +9.1% | -3.1% | +4.4% |
| 30D | +5.5% | +14.6% | -9.2% | +2.9% |
| 3M | -9.8% | +0.3% | -10.1% | -10.0% |
| 6M | -16.0% | -7.5% | -8.5% | -14.8% |
| YTD | -27.6% | -10.2% | -17.3% | -26.6% |
| 1Y | -38.6% | -10.5% | -28.1% | -37.6% |
| All | -38.6% | -11.4% | -27.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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