-45.7%
RDDT vs MDY
+17.5%
-63.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.2% |
| 7D | -24.4% | +1.7% | -26.1% | -25.5% |
| 30D | -32.3% | +1.2% | -33.5% | -32.9% |
| 3M | -36.3% | -3.5% | -32.8% | -33.1% |
| 6M | -39.7% | +3.5% | -43.3% | -41.5% |
| YTD | -55.7% | +13.6% | -69.3% | -63.1% |
| 1Y | -45.7% | +17.1% | -62.8% | -58.3% |
| All | -45.7% | +17.5% | -63.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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