+59.7%
RGTI vs MPC
+750.4%
-690.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.3% |
| 7D | +5.5% | +3.9% | +1.6% | +4.2% |
| 30D | -11.9% | +33.8% | -45.6% | -20.3% |
| 3M | -27.4% | +49.9% | -77.2% | -37.0% |
| 6M | -7.1% | +80.9% | -88.0% | -25.7% |
| YTD | -28.6% | +147.4% | -176.0% | -49.3% |
| 1Y | +4.4% | +123.2% | -118.8% | -22.7% |
| 3Y | +698.5% | +171.7% | +526.8% | +430.1% |
| 5Y | +64.2% | +678.6% | -614.4% | -8.3% |
| All | +59.7% | +750.4% | -690.8% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling