+212.8%
RDDT vs MDT
+17.1%
+195.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +2.1% | -3.4% | +5.6% | +2.9% |
| 30D | +2.8% | +0.2% | +2.6% | +2.7% |
| 3M | -8.9% | +14.3% | -23.2% | -11.7% |
| 6M | +15.1% | +4.0% | +11.1% | +14.2% |
| YTD | -31.4% | -3.7% | -27.7% | -31.1% |
| 1Y | -39.4% | -0.4% | -39.1% | -39.5% |
| All | +212.8% | +17.1% | +195.6% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling