+54.2%
RGTI vs MDT
-17.8%
+72.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +0.5% | -3.4% | +3.9% | +1.6% |
| 30D | -17.1% | +0.2% | -17.3% | -17.3% |
| 3M | -26.0% | +14.3% | -40.2% | -30.3% |
| 6M | -9.9% | +4.0% | -13.9% | -11.4% |
| YTD | -31.1% | -3.7% | -27.4% | -30.0% |
| 1Y | -8.5% | -0.4% | -8.2% | -8.4% |
| 3Y | +652.2% | +23.3% | +628.9% | +577.5% |
| 5Y | +56.8% | -18.9% | +75.7% | +48.7% |
| All | +54.2% | -17.8% | +72.0% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling