+207.9%
PDD vs MXL
+265.8%
-57.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -0.3% |
| 7D | -4.1% | +1.6% | -5.7% | -4.4% |
| 30D | -9.6% | -7.0% | -2.6% | -9.3% |
| 3M | -4.3% | -33.4% | +29.1% | -2.3% |
| 6M | -18.8% | +260.2% | -278.9% | -49.0% |
| YTD | -27.5% | +260.0% | -287.5% | -54.8% |
| 1Y | -33.6% | +303.5% | -337.1% | -60.4% |
| 3Y | -20.4% | +160.4% | -180.8% | -54.7% |
| 5Y | -19.6% | +14.7% | -34.3% | -41.4% |
| All | +207.9% | +265.8% | -57.9% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling