-48.1%
RDDT vs MRSH
+18.1%
-66.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.3% | +2.7% | +4.9% |
| 7D | -24.4% | +9.4% | -33.8% | -26.8% |
| 30D | -32.3% | +23.4% | -55.7% | -37.7% |
| 3M | -36.3% | +9.9% | -46.2% | -38.8% |
| 6M | -39.7% | +26.0% | -65.8% | -44.9% |
| YTD | -55.7% | +15.2% | -70.9% | -59.1% |
| All | -48.1% | +18.1% | -66.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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