+54.2%
RGTI vs MDB
+20.4%
+33.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.8% |
| 7D | +0.5% | -1.8% | +2.2% | +0.9% |
| 30D | -17.1% | -17.3% | +0.2% | -12.0% |
| 3M | -26.0% | +2.2% | -28.2% | -27.2% |
| 6M | -9.9% | +33.9% | -43.7% | -20.6% |
| YTD | -31.1% | -13.7% | -17.4% | -30.3% |
| 1Y | -8.5% | +9.1% | -17.6% | -15.4% |
| 3Y | +652.2% | -8.1% | +660.4% | +566.9% |
| 5Y | +56.8% | -25.9% | +82.7% | +27.4% |
| All | +54.2% | +20.4% | +33.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling