+212.8%
RDDT vs MMM
+91.8%
+121.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +2.1% | -2.1% | +4.3% | +2.7% |
| 30D | +2.8% | -9.8% | +12.7% | +5.4% |
| 3M | -8.9% | +4.9% | -13.9% | -10.0% |
| 6M | +15.1% | +7.3% | +7.7% | +13.0% |
| YTD | -31.4% | +4.5% | -35.9% | -32.5% |
| 1Y | -39.4% | +5.4% | -44.8% | -40.6% |
| All | +212.8% | +91.8% | +121.0% | +307.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling