+0.5%
RGTI vs MTB
+23.4%
-22.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.5% | +1.7% | -4.2% | -3.7% |
| 30D | -9.4% | -4.2% | -5.2% | -6.6% |
| 3M | -37.1% | +8.9% | -46.0% | -42.7% |
| 6M | -14.4% | +10.9% | -25.3% | -24.1% |
| YTD | -31.4% | +21.5% | -52.9% | -46.3% |
| 1Y | +0.5% | +21.9% | -21.4% | +1.4% |
| All | +0.5% | +23.4% | -22.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling