-58.4%
RIOT vs MDT
+0.7%
-59.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.9% |
| 7D | +4.8% | +1.0% | +3.8% | +4.1% |
| 30D | +16.0% | +9.2% | +6.9% | +8.9% |
| 3M | -8.8% | +14.5% | -23.3% | -18.2% |
| 6M | -29.7% | +37.3% | -67.0% | -47.1% |
| YTD | +38.3% | +9.8% | +28.5% | +25.8% |
| 1Y | +26.2% | +10.5% | +15.7% | +14.3% |
| 3Y | +79.0% | +57.4% | +21.5% | +8.2% |
| All | -58.4% | +0.7% | -59.1% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling