+646.8%
RGTI vs MDB
-2.1%
+648.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -2.0% |
| 7D | -0.1% | -2.8% | +2.6% | +0.6% |
| 30D | -16.2% | -14.9% | -1.3% | -12.1% |
| 3M | -22.0% | +7.3% | -29.4% | -24.4% |
| 6M | -10.8% | +38.2% | -49.0% | -21.4% |
| YTD | -31.6% | -10.9% | -20.6% | -31.3% |
| 1Y | -6.4% | +11.6% | -18.0% | -13.2% |
| All | +646.8% | -2.1% | +648.9% | +588.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling