-68.1%
RGTI vs MDT
+20.2%
-88.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | +2.8% |
| 7D | -9.6% | +10.7% | -20.3% | -6.9% |
| 30D | -26.0% | +19.3% | -45.3% | -22.2% |
| 3M | -35.8% | +22.8% | -58.5% | -32.0% |
| 6M | -36.7% | +36.4% | -73.0% | -31.4% |
| YTD | -49.4% | +12.1% | -61.5% | -41.6% |
| 1Y | -68.1% | +19.9% | -88.1% | -67.0% |
| All | -68.1% | +20.2% | -88.4% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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