+17.4%
MA vs RDDT
+230.5%
-213.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -0.7% |
| 7D | -3.5% | -0.4% | -3.1% | -3.5% |
| 30D | +0.7% | -0.5% | +1.2% | +0.6% |
| 3M | +15.8% | -9.8% | +25.6% | +15.8% |
| 6M | +10.2% | +15.8% | -5.6% | +8.7% |
| YTD | -0.5% | -32.4% | +31.9% | +0.2% |
| 1Y | -1.8% | -40.0% | +38.2% | -0.8% |
| All | +17.4% | +230.5% | -213.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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