-8.5%
RGTI vs MTUM
+21.2%
-29.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -1.7% |
| 7D | +0.5% | +0.7% | -0.3% | -1.0% |
| 30D | -17.1% | -2.4% | -14.7% | -12.9% |
| 3M | -26.0% | -3.6% | -22.3% | -22.2% |
| 6M | -9.9% | +23.7% | -33.5% | -45.4% |
| YTD | -31.1% | +22.9% | -54.0% | -58.5% |
| 1Y | -8.5% | +21.8% | -30.3% | -39.7% |
| All | -8.5% | +21.2% | -29.7% | -39.7% |
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