-29.3%
RIOT vs MTB
+101.1%
-130.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.5% |
| 7D | -0.9% | -0.4% | -0.5% | -0.6% |
| 30D | +3.5% | -4.6% | +8.1% | +7.6% |
| 3M | -13.0% | +7.4% | -20.4% | -19.4% |
| 6M | +43.1% | +18.7% | +24.4% | +21.2% |
| YTD | +65.4% | +21.1% | +44.3% | +36.5% |
| 1Y | +27.7% | +24.1% | +3.7% | +2.6% |
| 3Y | +91.3% | +115.3% | -24.0% | +3.6% |
| 5Y | -29.3% | +106.0% | -135.3% | -56.2% |
| All | -29.3% | +101.1% | -130.3% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling