-23.7%
PDD vs MLM
+41.9%
-65.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -4.1% | -2.9% | -1.2% | -3.0% |
| 30D | -9.6% | -6.8% | -2.8% | -7.1% |
| 3M | -4.3% | -11.2% | +7.0% | -0.5% |
| 6M | -18.8% | -21.8% | +3.1% | -11.1% |
| YTD | -27.5% | -17.0% | -10.5% | -23.0% |
| 1Y | -33.6% | -16.4% | -17.3% | -30.0% |
| 3Y | -20.4% | +14.5% | -34.9% | -30.4% |
| All | -23.7% | +41.9% | -65.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling