+79.0%
RIOT vs MDT
+57.0%
+22.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | +16.0% | +9.2% | +6.9% | +13.7% |
| 3M | -8.8% | +14.5% | -23.3% | -12.1% |
| 6M | -29.7% | +37.3% | -67.0% | -38.4% |
| YTD | +38.3% | +9.8% | +28.5% | +36.7% |
| 1Y | +26.2% | +10.5% | +15.7% | +24.8% |
| 3Y | +79.0% | +57.4% | +21.5% | +72.6% |
| All | +79.0% | +57.0% | +22.0% | +72.6% |
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 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