-33.5%
RDDT vs MP
-17.4%
-16.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +1.0% | -2.9% | +3.8% | +1.5% |
| 30D | -0.5% | +13.8% | -14.3% | -2.6% |
| 3M | -16.0% | -16.7% | +0.7% | -14.3% |
| 6M | +4.9% | -11.5% | +16.4% | +4.7% |
| YTD | -32.8% | +7.9% | -40.7% | -34.6% |
| 1Y | -33.5% | -15.0% | -18.4% | -33.5% |
| All | -33.5% | -17.4% | -16.1% | -33.5% |
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