-32.0%
RGTI vs MDLN
-7.1%
-25.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +0.5% | -11.1% | +11.6% | +2.7% |
| 30D | -17.1% | -8.4% | -8.7% | -16.0% |
| 3M | -26.0% | -12.4% | -13.6% | -25.2% |
| 6M | -9.9% | -23.3% | +13.4% | -4.4% |
| YTD | -31.1% | -22.5% | -8.5% | -26.9% |
| All | -32.0% | -7.1% | -25.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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