+207.7%
PDD vs MLM
+162.4%
+45.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.8% |
| 7D | +6.0% | +9.1% | -3.1% | +3.6% |
| 30D | +5.5% | +14.6% | -9.2% | +1.6% |
| 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% | -26.1% |
| 1Y | -38.6% | -10.5% | -28.1% | -37.4% |
| 3Y | -22.8% | +27.8% | -50.6% | -29.6% |
| 5Y | -5.2% | +38.9% | -44.1% | -17.1% |
| All | +207.7% | +162.4% | +45.2% | +129.1% |
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