-24.6%
PDD vs MTUM
+80.5%
-105.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -4.4% | +4.1% | -8.5% | -7.6% |
| 30D | -15.5% | +0.6% | -16.1% | -16.2% |
| 3M | -4.1% | -0.6% | -3.4% | -6.9% |
| 6M | -23.4% | +25.3% | -48.8% | -41.8% |
| YTD | -30.7% | +23.8% | -54.5% | -46.9% |
| 1Y | -37.6% | +25.4% | -63.0% | -52.9% |
| 3Y | -17.5% | +117.3% | -134.8% | -72.2% |
| 5Y | -24.6% | +79.7% | -104.3% | -62.6% |
| All | -24.6% | +80.5% | -105.1% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling