+190.3%
RDDT vs MPC
+111.7%
+78.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -7.4% | +3.2% | -10.6% | -7.8% |
| 30D | -7.7% | +25.0% | -32.8% | -10.8% |
| 3M | -17.8% | +55.2% | -72.9% | -23.7% |
| 6M | +5.5% | +86.4% | -80.9% | -6.8% |
| YTD | -36.3% | +148.5% | -184.8% | -48.3% |
| 1Y | -39.0% | +121.7% | -160.7% | -48.6% |
| All | +190.3% | +111.7% | +78.6% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling