+37.2%
RIOT vs MDT
+1.7%
+35.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.4% |
| 7D | -1.5% | -3.4% | +1.9% | -2.0% |
| 30D | +5.7% | +0.2% | +5.4% | +5.7% |
| 3M | -17.9% | +14.3% | -32.1% | -18.8% |
| 6M | +45.0% | +4.0% | +41.0% | +52.4% |
| YTD | +69.5% | -3.7% | +73.1% | +74.0% |
| 1Y | +37.2% | -0.4% | +37.5% | +47.6% |
| All | +37.2% | +1.7% | +35.4% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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