-45.7%
RDDT vs MCO
+9.9%
-55.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.9% | +1.1% | +3.2% |
| 7D | -24.4% | +10.7% | -35.1% | -28.8% |
| 30D | -32.3% | +17.9% | -50.2% | -38.5% |
| 3M | -36.3% | +9.5% | -45.8% | -39.8% |
| 6M | -39.7% | +18.1% | -57.8% | -45.9% |
| YTD | -55.7% | +4.1% | -59.8% | -57.6% |
| 1Y | -45.7% | +9.3% | -55.1% | -50.7% |
| All | -45.7% | +9.9% | -55.6% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling