+214.4%
PDD vs MLM
+148.9%
+65.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +3.6% |
| 7D | +5.9% | -1.2% | +7.1% | +6.2% |
| 30D | +7.1% | +7.9% | -0.9% | +4.7% |
| 3M | -7.7% | -4.5% | -3.2% | -6.8% |
| 6M | -13.2% | -12.6% | -0.6% | -10.7% |
| YTD | -26.0% | -14.9% | -11.1% | -23.4% |
| 1Y | -38.4% | -13.1% | -25.4% | -36.7% |
| 3Y | -21.1% | +21.2% | -42.3% | -27.1% |
| 5Y | +0.3% | +32.0% | -31.7% | -11.1% |
| All | +214.4% | +148.9% | +65.5% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling