-68.1%
RGTI vs MDY
+17.5%
-85.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | -0.7% |
| 7D | -9.6% | +1.7% | -11.3% | -14.1% |
| 30D | -26.0% | +1.2% | -27.2% | -28.3% |
| 3M | -35.8% | -3.5% | -32.3% | -27.7% |
| 6M | -36.7% | +3.5% | -40.2% | -39.9% |
| YTD | -49.4% | +13.6% | -63.0% | -62.5% |
| 1Y | -68.1% | +17.1% | -85.2% | -78.3% |
| All | -68.1% | +17.5% | -85.6% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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