+117.7%
RIOT vs MDB
-6.2%
+123.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | +18.4% | -4.5% | +23.0% | +19.9% |
| 30D | +13.8% | -14.0% | +27.8% | +16.9% |
| 3M | -12.7% | +5.3% | -18.1% | -16.7% |
| 6M | +50.1% | +31.9% | +18.3% | +30.8% |
| YTD | +74.2% | -14.6% | +88.8% | +72.6% |
| 1Y | +45.1% | +8.2% | +36.9% | +31.9% |
| All | +117.7% | -6.2% | +123.8% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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