+65.3%
RIG vs MTB
+101.1%
-35.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.8% |
| 7D | -4.2% | -0.4% | -3.7% | -3.9% |
| 30D | -0.7% | -4.6% | +3.9% | +1.8% |
| 3M | -4.0% | +7.4% | -11.4% | -8.6% |
| 6M | -6.3% | +18.7% | -25.0% | -16.5% |
| YTD | +39.7% | +21.1% | +18.6% | +22.4% |
| 1Y | +78.1% | +24.1% | +54.0% | +53.1% |
| 3Y | -29.5% | +115.3% | -144.8% | -56.6% |
| 5Y | +65.3% | +106.0% | -40.7% | -19.6% |
| All | +65.3% | +101.1% | -35.7% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling