+212.8%
RDDT vs MXL
+301.8%
-89.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -6.0% | +0.3% |
| 7D | +2.1% | +18.9% | -16.7% | -1.0% |
| 30D | +2.8% | +0.3% | +2.5% | +2.5% |
| 3M | -8.9% | -8.0% | -0.9% | -10.9% |
| 6M | +15.1% | +341.2% | -326.2% | -28.8% |
| YTD | -31.4% | +327.8% | -359.2% | -57.8% |
| 1Y | -39.4% | +364.9% | -404.3% | -64.2% |
| All | +212.8% | +301.8% | -89.0% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling