+646.8%
RGTI vs MPC
+167.0%
+479.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | -0.1% | +1.2% | -1.3% | -0.5% |
| 30D | -16.2% | +17.0% | -33.2% | -20.9% |
| 3M | -22.0% | +49.5% | -71.5% | -33.1% |
| 6M | -10.8% | +83.5% | -94.3% | -31.2% |
| YTD | -31.6% | +144.1% | -175.7% | -53.9% |
| 1Y | -6.4% | +119.6% | -126.0% | -33.3% |
| All | +646.8% | +167.0% | +479.8% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 3y: compounded portfolio wealth divided by compounded MPC 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…
3y analysis · Full analysis span regression · 6 months rolling