-4.2%
MCD vs RDDT
+228.6%
-232.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.8% | +1.0% | -3.8% | -2.8% |
| 30D | -6.0% | -0.5% | -5.5% | -6.0% |
| 3M | -5.6% | -16.0% | +10.4% | -5.7% |
| 6M | -21.9% | +4.9% | -26.7% | -21.6% |
| YTD | -14.7% | -32.8% | +18.1% | -15.0% |
| 1Y | -17.3% | -33.5% | +16.2% | -17.5% |
| All | -4.2% | +228.6% | -232.8% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling