-8.5%
RGTI vs MTB
+24.6%
-33.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | -17.1% | -4.8% | -12.3% | -14.2% |
| 3M | -26.0% | +6.0% | -31.9% | -30.6% |
| 6M | -9.9% | +19.6% | -29.5% | -25.8% |
| YTD | -31.1% | +21.5% | -52.5% | -46.0% |
| 1Y | -8.5% | +24.7% | -33.2% | -19.4% |
| All | -8.5% | +24.6% | -33.1% | -19.4% |
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