-42.0%
RIG vs MTB
+3,529.1%
-3,571.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -8.2% | +1.1% | -9.3% | -8.7% |
| 30D | -0.2% | -4.6% | +4.4% | +2.0% |
| 3M | -2.7% | +6.3% | -9.0% | -6.2% |
| 6M | -7.5% | +15.6% | -23.1% | -15.0% |
| YTD | +38.3% | +20.6% | +17.7% | +24.1% |
| 1Y | +81.8% | +22.5% | +59.3% | +61.3% |
| 3Y | -30.2% | +114.4% | -144.6% | -53.4% |
| 5Y | +59.9% | +101.9% | -41.9% | +8.1% |
| 10Y | -41.9% | +170.4% | -212.3% | -62.8% |
| All | -42.0% | +3,529.1% | -3,571.1% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling