+190.4%
PDD vs MXL
+243.8%
-53.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -7.6% | +33.1% | -40.7% | -12.2% |
| 30D | -5.4% | -33.5% | +28.1% | -0.8% |
| 3M | -12.9% | -20.7% | +7.8% | -13.1% |
| 6M | -19.0% | -35.9% | +16.9% | -20.2% |
| YTD | -31.6% | +238.3% | -269.9% | -58.4% |
| 1Y | -43.0% | +296.2% | -339.2% | -66.9% |
| 3Y | -28.9% | +254.1% | -283.0% | -65.0% |
| 5Y | -18.4% | -14.1% | -4.2% | -37.5% |
| All | +190.4% | +243.8% | -53.4% | +33.5% |
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