+53.1%
RGTI vs MTB
+85.6%
-32.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.8% |
| 7D | -0.1% | -0.4% | +0.3% | +0.1% |
| 30D | -16.2% | -4.6% | -11.6% | -13.6% |
| 3M | -22.0% | +7.4% | -29.5% | -26.3% |
| 6M | -10.8% | +18.7% | -29.4% | -20.9% |
| YTD | -31.6% | +21.1% | -52.6% | -40.3% |
| 1Y | -6.4% | +24.1% | -30.4% | -19.4% |
| 3Y | +665.7% | +115.3% | +550.3% | +385.7% |
| 5Y | +55.6% | +106.0% | -50.4% | +10.8% |
| All | +53.1% | +85.6% | -32.4% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling