-41.9%
PDD vs MULL
+352.5%
-394.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +24.0% | -24.5% | -0.6% |
| 7D | -3.8% | -2.5% | -1.3% | -3.8% |
| 30D | -2.4% | -40.1% | +37.7% | -1.8% |
| 3M | -12.7% | -28.2% | +15.5% | -12.7% |
| 6M | -20.0% | -39.6% | +19.6% | -23.4% |
| YTD | -30.3% | +262.6% | -293.0% | -46.3% |
| All | -41.9% | +352.5% | -394.4% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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