-45.7%
RDDT vs MPC
+122.9%
-168.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -8.1% | +14.1% | +4.2% |
| 7D | -24.4% | -10.9% | -13.4% | -25.8% |
| 30D | -32.3% | -9.4% | -22.9% | -33.4% |
| 3M | -36.3% | +26.0% | -62.3% | -34.2% |
| 6M | -39.7% | +56.5% | -96.2% | -36.2% |
| YTD | -55.7% | +144.3% | -199.9% | -52.3% |
| 1Y | -45.7% | +117.2% | -163.0% | -39.7% |
| All | -45.7% | +122.9% | -168.7% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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