-45.7%
RDDT vs MMM
+22.1%
-67.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.5% | -3.6% | +4.2% |
| 7D | -24.4% | +12.2% | -36.6% | -25.6% |
| 30D | -32.3% | +18.8% | -51.1% | -33.7% |
| 3M | -36.3% | +7.4% | -43.7% | -36.9% |
| 6M | -39.7% | +38.3% | -78.1% | -41.8% |
| YTD | -55.7% | +22.9% | -78.5% | -57.5% |
| 1Y | -45.7% | +23.0% | -68.7% | -51.4% |
| All | -45.7% | +22.1% | -67.8% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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