+95.2%
RDDT vs MLM
-14.1%
+109.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +3.5% | -0.9% | +4.4% | +4.2% |
| 30D | -33.7% | +9.0% | -42.8% | -37.7% |
| 3M | -37.7% | -5.6% | -32.2% | -35.6% |
| 6M | -36.1% | -10.7% | -25.4% | -32.2% |
| YTD | -57.2% | -17.2% | -40.0% | -52.9% |
| 1Y | -48.0% | -14.2% | -33.8% | -44.6% |
| All | +95.2% | -14.1% | +109.3% | +104.2% |
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