-45.7%
RDDT vs MP
-35.7%
-10.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.1% | +11.0% | +7.3% |
| 7D | -24.4% | -12.5% | -11.8% | -21.3% |
| 30D | -32.3% | -23.3% | -8.9% | -27.4% |
| 3M | -36.3% | -24.4% | -12.0% | -31.4% |
| 6M | -39.7% | -45.8% | +6.0% | -31.4% |
| YTD | -55.7% | -28.9% | -26.8% | -53.9% |
| 1Y | -45.7% | -34.6% | -11.1% | -42.6% |
| All | -45.7% | -35.7% | -10.1% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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