+196.2%
RDDT vs MDB
-2.9%
+199.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.2% |
| 7D | +3.3% | -18.0% | +21.3% | +9.3% |
| 30D | -7.6% | -10.7% | +3.1% | -5.7% |
| 3M | -12.7% | +1.0% | -13.7% | -14.7% |
| 6M | +7.2% | +31.6% | -24.5% | -5.9% |
| YTD | -35.0% | -15.2% | -19.8% | -35.0% |
| 1Y | -35.0% | +10.1% | -45.2% | -41.3% |
| All | +196.2% | -2.9% | +199.0% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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