-8.5%
RGTI vs MCO
-5.7%
-2.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | +0.5% | -3.8% | +4.2% | +0.5% |
| 30D | -17.1% | -0.4% | -16.7% | -17.2% |
| 3M | -26.0% | +7.7% | -33.7% | -27.2% |
| 6M | -9.9% | +7.0% | -16.8% | -11.4% |
| YTD | -31.1% | -6.4% | -24.7% | -35.5% |
| 1Y | -8.5% | -7.6% | -0.9% | -16.8% |
| All | -8.5% | -5.7% | -2.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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