+59.7%
RGTI vs MDB
+18.4%
+41.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +5.2% |
| 7D | +5.5% | -18.0% | +23.5% | +12.5% |
| 30D | -11.9% | -10.7% | -1.1% | -8.9% |
| 3M | -27.4% | +1.0% | -28.3% | -28.1% |
| 6M | -7.1% | +31.6% | -38.7% | -17.5% |
| YTD | -28.6% | -15.2% | -13.4% | -27.3% |
| 1Y | +4.4% | +10.1% | -5.8% | -3.7% |
| 3Y | +698.5% | -5.6% | +704.1% | +601.4% |
| 5Y | +64.2% | -24.5% | +88.7% | +34.2% |
| All | +59.7% | +18.4% | +41.3% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling