+212.8%
RDDT vs MRSH
-10.4%
+223.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.1% | -4.8% | +6.9% | +3.0% |
| 30D | +2.8% | -6.3% | +9.1% | +4.0% |
| 3M | -8.9% | +5.8% | -14.7% | -9.5% |
| 6M | +15.1% | +2.8% | +12.3% | +14.4% |
| YTD | -31.4% | -3.1% | -28.2% | -31.7% |
| 1Y | -39.4% | -11.3% | -28.2% | -39.8% |
| All | +212.8% | -10.4% | +223.2% | +243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling