-48.1%
RDDT vs MXL
+293.4%
-341.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -11.1% | +17.1% | +6.8% |
| 7D | -24.4% | -24.3% | 0.0% | -22.7% |
| 30D | -32.3% | -46.1% | +13.8% | -29.4% |
| 3M | -36.3% | -21.8% | -14.5% | -35.6% |
| 6M | -39.7% | -27.2% | -12.5% | -39.9% |
| YTD | -55.7% | +226.2% | -281.8% | -67.2% |
| All | -48.1% | +293.4% | -341.5% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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