-45.7%
RDDT vs MTZ
-14.7%
-31.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -15.4% | +21.4% | +9.4% |
| 7D | -24.4% | -7.4% | -17.0% | -24.2% |
| 30D | -32.3% | -23.6% | -8.7% | -27.9% |
| 3M | -36.3% | -38.3% | +2.0% | -27.2% |
| 6M | -39.7% | -60.6% | +20.9% | -21.9% |
| YTD | -55.7% | -22.9% | -32.8% | -54.3% |
| 1Y | -45.7% | -14.3% | -31.5% | -50.1% |
| All | -45.7% | -14.7% | -31.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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