-2.8%
RGTI vs MPC
+786.5%
-789.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.0% |
| 7D | -18.1% | +11.2% | -29.4% | -20.7% |
| 30D | -17.6% | -14.5% | -3.1% | -14.3% |
| 3M | -48.3% | +16.7% | -65.0% | -51.7% |
| 6M | -47.8% | +67.6% | -115.3% | -57.1% |
| YTD | -56.6% | +157.9% | -214.5% | -70.0% |
| 1Y | -61.8% | +116.7% | -178.5% | -71.9% |
| 3Y | +807.5% | +199.8% | +607.8% | +477.0% |
| 5Y | -8.8% | +604.4% | -613.2% | -50.4% |
| All | -2.8% | +786.5% | -789.4% | -47.5% |
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