+824.5%
RIOT vs MDT
+59.8%
+764.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.4% |
| 7D | +25.1% | +0.4% | +24.7% | +24.9% |
| 30D | +8.5% | +6.0% | +2.5% | +3.4% |
| 3M | -13.4% | +15.5% | -28.9% | -23.9% |
| 6M | +57.1% | +3.4% | +53.8% | +49.9% |
| YTD | +75.7% | -2.2% | +77.9% | +73.1% |
| 1Y | +65.6% | +2.6% | +63.0% | +56.8% |
| 3Y | +103.3% | +27.5% | +75.8% | +60.1% |
| 5Y | -26.7% | -20.1% | -6.7% | -18.3% |
| 10Y | +527.2% | +39.1% | +488.1% | +411.8% |
| All | +824.5% | +59.8% | +764.7% | +805.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling