+212.8%
RDDT vs MTUM
+65.7%
+147.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | 0.0% |
| 7D | +2.1% | +0.7% | +1.4% | +1.0% |
| 30D | +2.8% | -2.4% | +5.3% | +5.5% |
| 3M | -8.9% | -3.6% | -5.3% | -8.6% |
| 6M | +15.1% | +23.7% | -8.6% | -24.9% |
| YTD | -31.4% | +22.9% | -54.3% | -55.3% |
| 1Y | -39.4% | +21.8% | -61.2% | -59.5% |
| All | +212.8% | +65.7% | +147.1% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling