-52.2%
RDDT vs MTUM
-74.7%
+22.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -77.1% | +69.1% | +4.3% |
| 7D | -27.6% | -79.0% | +51.4% | -12.5% |
| 30D | -37.0% | -80.7% | +43.7% | -20.9% |
| 3M | -39.6% | -79.8% | +40.2% | -25.8% |
| 6M | -45.3% | -78.4% | +33.1% | -39.5% |
| YTD | -59.2% | -74.9% | +15.7% | -61.7% |
| 1Y | -52.2% | -74.8% | +22.6% | -55.2% |
| All | -52.2% | -74.7% | +22.5% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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