+106.6%
RIOT vs MDT
+25.9%
+80.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -5.0% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | +3.5% | +1.0% | +2.5% | +2.8% |
| 3M | -13.0% | +15.2% | -28.2% | -19.7% |
| 6M | +43.1% | +3.7% | +39.4% | +41.7% |
| YTD | +65.4% | -3.0% | +68.3% | +68.3% |
| 1Y | +27.7% | +2.5% | +25.3% | +25.4% |
| All | +106.6% | +25.9% | +80.7% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling