-30.2%
RIG vs MTB
+114.2%
-144.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.5% | -4.8% | +4.3% | +2.0% |
| 3M | -6.0% | +6.0% | -11.9% | -9.8% |
| 6M | -10.1% | +19.6% | -29.8% | -20.4% |
| YTD | +37.3% | +21.5% | +15.8% | +19.6% |
| 1Y | +73.9% | +24.7% | +49.2% | +48.3% |
| 3Y | -30.2% | +108.6% | -138.7% | -55.4% |
| All | -30.2% | +114.2% | -144.4% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling