+211.0%
PDD vs MLM
+144.3%
+66.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +5.6% | -4.1% | +9.7% | +6.8% |
| 30D | +5.8% | +8.2% | -2.4% | +3.4% |
| 3M | -8.6% | -3.6% | -5.0% | -7.9% |
| 6M | -18.8% | -15.6% | -3.3% | -15.7% |
| YTD | -26.8% | -16.4% | -10.3% | -23.9% |
| 1Y | -39.3% | -14.3% | -24.9% | -37.3% |
| 3Y | -22.5% | +19.3% | -41.8% | -28.1% |
| 5Y | -0.8% | +29.6% | -30.3% | -11.6% |
| All | +211.0% | +144.3% | +66.7% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling