-33.5%
RDDT vs MMM
+12.8%
-46.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.0% | -3.3% | +4.3% | +1.4% |
| 30D | -0.5% | -7.0% | +6.5% | +0.4% |
| 3M | -16.0% | +10.8% | -26.8% | -16.6% |
| 6M | +4.9% | +5.8% | -0.9% | +4.2% |
| YTD | -32.8% | +6.8% | -39.6% | -33.6% |
| 1Y | -33.5% | +10.4% | -43.8% | -35.5% |
| All | -33.5% | +12.8% | -46.2% | -35.5% |
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