+191.5%
PDD vs MXL
+304.3%
-112.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.4% |
| 7D | -4.6% | +16.6% | -21.3% | -7.4% |
| 30D | -14.0% | +0.5% | -14.5% | -14.8% |
| 3M | -4.9% | -3.6% | -1.2% | -9.4% |
| 6M | -25.8% | +328.0% | -353.8% | -55.1% |
| YTD | -31.4% | +297.8% | -329.2% | -58.0% |
| 1Y | -37.6% | +339.4% | -377.0% | -63.3% |
| 3Y | -18.4% | +201.7% | -220.1% | -55.3% |
| 5Y | -25.0% | +32.8% | -57.7% | -47.1% |
| All | +191.5% | +304.3% | -112.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling