+485.8%
RIOT vs MTB
+173.8%
+312.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +5.7% | -4.8% | +10.5% | +8.7% |
| 3M | -17.9% | +6.0% | -23.8% | -21.3% |
| 6M | +45.0% | +19.6% | +25.4% | +29.4% |
| YTD | +69.5% | +21.5% | +48.0% | +49.3% |
| 1Y | +37.2% | +24.7% | +12.5% | +18.7% |
| 3Y | +111.7% | +108.6% | +3.2% | +44.9% |
| 5Y | -27.5% | +106.7% | -134.2% | -48.7% |
| All | +485.8% | +173.8% | +312.0% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling