-27.7%
PDD vs MTUM
+89.8%
-117.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +2.4% |
| 7D | -4.9% | +6.6% | -11.5% | -6.6% |
| 30D | -3.0% | -10.8% | +7.8% | 0.0% |
| 3M | -6.2% | -13.8% | +7.6% | -2.3% |
| 6M | -20.7% | -10.7% | -10.0% | -20.2% |
| YTD | -30.4% | +9.1% | -39.4% | -36.8% |
| 1Y | -41.3% | +11.4% | -52.7% | -47.2% |
| 3Y | -27.7% | +88.8% | -116.5% | -44.4% |
| All | -27.7% | +89.8% | -117.5% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling