-19.3%
PDD vs MTUM
+116.3%
-135.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -4.4% | +4.1% | -8.5% | -5.8% |
| 30D | -15.5% | +0.6% | -16.1% | -15.8% |
| 3M | -4.1% | -0.6% | -3.4% | -5.4% |
| 6M | -23.4% | +25.3% | -48.8% | -33.4% |
| YTD | -30.7% | +23.8% | -54.5% | -39.4% |
| 1Y | -37.6% | +25.4% | -63.0% | -45.8% |
| All | -19.3% | +116.3% | -135.6% | -46.5% |
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