-23.8%
PDD vs MXL
+23.2%
-47.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.0% | -9.0% | -3.8% |
| 7D | -4.1% | +15.5% | -19.6% | -6.0% |
| 30D | -13.1% | -11.3% | -1.8% | -12.3% |
| 3M | -3.5% | -16.1% | +12.6% | -5.2% |
| 6M | -21.8% | +323.0% | -344.8% | -48.9% |
| YTD | -29.7% | +281.5% | -311.2% | -53.2% |
| 1Y | -36.2% | +319.3% | -355.5% | -59.1% |
| 3Y | -16.4% | +189.4% | -205.7% | -49.7% |
| 5Y | -23.8% | +26.0% | -49.8% | -29.2% |
| All | -23.8% | +23.2% | -47.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling