-2.8%
RGTI vs MP
+31.8%
-34.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -8.6% |
| 7D | -18.1% | +9.5% | -27.6% | -21.7% |
| 30D | -17.6% | -3.0% | -14.7% | -15.9% |
| 3M | -48.3% | -30.4% | -18.0% | -38.1% |
| 6M | -47.8% | -39.2% | -8.6% | -32.3% |
| YTD | -56.6% | -23.3% | -33.3% | -48.4% |
| 1Y | -61.8% | -32.6% | -29.2% | -52.0% |
| 3Y | +807.5% | +159.3% | +648.3% | +482.1% |
| 5Y | -8.8% | -16.4% | +7.6% | -20.3% |
| All | -2.8% | +31.8% | -34.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling