+23.5%
RDDT vs MULL
+2,337.2%
-2,313.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.7% |
| 7D | +2.1% | -8.4% | +10.6% | +3.2% |
| 30D | +2.8% | +9.7% | -6.9% | +0.7% |
| 3M | -8.9% | -26.8% | +17.8% | -10.9% |
| 6M | +15.1% | +220.7% | -205.6% | -21.1% |
| YTD | -31.4% | +509.0% | -540.4% | -60.9% |
| 1Y | -39.4% | +1,739.5% | -1,779.0% | -74.9% |
| All | +23.5% | +2,337.2% | -2,313.7% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling