-38.1%
PDD vs MTUM
+19.7%
-57.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -4.6% | +1.2% | -5.9% | -4.9% |
| 30D | -14.0% | -1.7% | -12.3% | -13.8% |
| 3M | -4.9% | -0.5% | -4.4% | -7.8% |
| 6M | -25.8% | +22.3% | -48.1% | -39.1% |
| YTD | -31.4% | +21.4% | -52.7% | -43.5% |
| All | -38.1% | +19.7% | -57.8% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling