-20.3%
RIOT vs MTB
+27.0%
-47.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.5% | +9.2% |
| 7D | +6.4% | +2.0% | +4.4% | +5.5% |
| 30D | -20.4% | +2.9% | -23.4% | -21.4% |
| 3M | -28.7% | -10.7% | -18.1% | -25.7% |
| 6M | -17.7% | +6.3% | -24.1% | -23.3% |
| YTD | +21.3% | +13.8% | +7.5% | +7.0% |
| 1Y | -20.3% | +27.7% | -48.0% | -34.1% |
| All | -20.3% | +27.0% | -47.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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