+191.4%
PDD vs MTUM
+192.4%
-0.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.2% |
| 7D | -5.4% | +0.7% | -6.1% | -6.0% |
| 30D | -12.6% | -2.4% | -10.2% | -11.0% |
| 3M | -4.3% | -3.6% | -0.6% | -4.2% |
| 6M | -24.4% | +23.7% | -48.1% | -41.4% |
| YTD | -31.4% | +22.9% | -54.3% | -46.7% |
| 1Y | -38.1% | +21.8% | -59.9% | -51.5% |
| 3Y | -20.1% | +114.4% | -134.6% | -67.6% |
| 5Y | -25.0% | +79.6% | -104.6% | -61.8% |
| All | +191.4% | +192.4% | -0.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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