-41.7%
PDD vs MULL
+260.4%
-302.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.3% | -15.4% | -3.1% |
| 7D | -1.4% | -27.1% | +25.7% | -1.2% |
| 30D | -1.0% | -54.2% | +53.2% | -0.2% |
| 3M | -12.3% | -42.0% | +29.7% | -12.1% |
| 6M | -18.5% | -43.5% | +25.0% | -22.4% |
| YTD | -29.0% | +199.9% | -228.9% | -44.9% |
| All | -41.7% | +260.4% | -302.2% | -56.4% |
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