+206.2%
RDDT vs MLM
-13.9%
+220.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.8% |
| 7D | +1.0% | -2.9% | +3.9% | +3.1% |
| 30D | -0.5% | -6.8% | +6.3% | +4.5% |
| 3M | -16.0% | -11.2% | -4.8% | -9.8% |
| 6M | +4.9% | -21.8% | +26.7% | +22.4% |
| YTD | -32.8% | -17.0% | -15.8% | -25.9% |
| 1Y | -33.5% | -16.4% | -17.1% | -27.5% |
| All | +206.2% | -13.9% | +220.1% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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