+65.7%
RIOT vs MTB
+23.4%
+42.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +14.8% | +1.7% | +13.1% | +14.1% |
| 30D | +1.4% | -4.2% | +5.6% | +3.0% |
| 3M | -20.6% | +8.9% | -29.5% | -25.3% |
| 6M | +31.9% | +10.9% | +21.0% | +21.3% |
| YTD | +72.1% | +21.5% | +50.6% | +52.0% |
| 1Y | +65.7% | +21.9% | +43.7% | +30.4% |
| All | +65.7% | +23.4% | +42.3% | +30.4% |
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