-45.7%
RDDT vs MDT
+20.2%
-66.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.1% | -0.2% | +4.0% |
| 7D | -24.4% | +10.7% | -35.1% | -26.6% |
| 30D | -32.3% | +19.3% | -51.6% | -35.7% |
| 3M | -36.3% | +22.8% | -59.1% | -40.3% |
| 6M | -39.7% | +36.4% | -76.1% | -45.2% |
| YTD | -55.7% | +12.1% | -67.7% | -56.8% |
| 1Y | -45.7% | +19.9% | -65.7% | -50.4% |
| All | -45.7% | +20.2% | -66.0% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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