+208.0%
RDDT vs MTZ
+165.7%
+42.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.5% | +9.6% | +7.9% |
| 7D | -0.4% | 0.0% | -0.4% | -0.7% |
| 30D | -0.5% | -14.8% | +14.3% | +7.6% |
| 3M | -9.8% | -30.8% | +21.0% | +5.9% |
| 6M | +15.8% | -22.6% | +38.4% | +25.8% |
| YTD | -32.4% | +6.8% | -39.2% | -40.8% |
| 1Y | -40.0% | +22.1% | -62.2% | -52.6% |
| All | +208.0% | +165.7% | +42.3% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling