+190.3%
RDDT vs MMM
+91.1%
+99.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -7.4% | -2.6% | -4.8% | -6.8% |
| 30D | -7.7% | -9.3% | +1.6% | -5.6% |
| 3M | -17.8% | +5.6% | -23.4% | -18.8% |
| 6M | +5.5% | +9.5% | -4.0% | +3.0% |
| YTD | -36.3% | +4.1% | -40.4% | -37.3% |
| 1Y | -39.0% | +9.4% | -48.4% | -40.9% |
| All | +190.3% | +91.1% | +99.2% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling