+73.9%
RIG vs MTB
+24.6%
+49.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.5% | -4.8% | +4.3% | -0.5% |
| 3M | -6.0% | +6.0% | -11.9% | -6.8% |
| 6M | -10.1% | +19.6% | -29.8% | -13.1% |
| YTD | +37.3% | +21.5% | +15.8% | +31.6% |
| 1Y | +73.9% | +24.7% | +49.2% | +60.7% |
| All | +73.9% | +24.6% | +49.3% | +60.7% |
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