-73.6%
RGTI vs MTUM
-74.7%
+1.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -77.1% | +64.9% | +14.3% |
| 7D | -18.3% | -79.0% | +60.7% | +24.9% |
| 30D | -35.1% | -80.7% | +45.6% | +16.4% |
| 3M | -41.3% | -79.8% | +38.5% | -3.5% |
| 6M | -46.1% | -78.4% | +32.3% | -24.3% |
| YTD | -55.5% | -74.9% | +19.4% | -55.6% |
| 1Y | -73.6% | -74.8% | +1.2% | -73.9% |
| All | -73.6% | -74.7% | +1.1% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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