+56.8%
RGTI vs MDY
+46.3%
+10.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.9% |
| 7D | +0.5% | -1.9% | +2.3% | +4.3% |
| 30D | -17.1% | -4.6% | -12.5% | -8.4% |
| 3M | -26.0% | -1.2% | -24.8% | -22.9% |
| 6M | -9.9% | +9.2% | -19.1% | -21.1% |
| YTD | -31.1% | +13.1% | -44.1% | -42.9% |
| 1Y | -8.5% | +13.0% | -21.5% | -23.2% |
| 3Y | +652.2% | +49.2% | +603.0% | +342.5% |
| All | +56.8% | +46.3% | +10.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling