+190.3%
RDDT vs MP
+287.9%
-97.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.6% |
| 7D | -7.4% | -0.7% | -6.6% | -7.3% |
| 30D | -7.7% | -0.7% | -7.1% | -7.5% |
| 3M | -17.8% | 0.0% | -17.8% | -18.2% |
| 6M | +5.5% | -10.0% | +15.4% | +5.7% |
| YTD | -36.3% | +7.5% | -43.8% | -38.1% |
| 1Y | -39.0% | -14.0% | -25.0% | -40.0% |
| All | +190.3% | +287.9% | -97.5% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling