+824.5%
RIOT vs MTB
+187.7%
+636.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | +25.1% | +2.8% | +22.4% | +23.3% |
| 30D | +8.5% | -4.2% | +12.7% | +11.1% |
| 3M | -13.4% | +7.8% | -21.1% | -17.6% |
| 6M | +57.1% | +14.8% | +42.3% | +44.0% |
| YTD | +75.7% | +20.8% | +54.9% | +55.8% |
| 1Y | +65.6% | +23.1% | +42.5% | +44.9% |
| 3Y | +103.3% | +114.8% | -11.5% | +38.4% |
| 5Y | -26.7% | +103.3% | -130.0% | -47.1% |
| 10Y | +527.2% | +173.0% | +354.2% | +318.8% |
| All | +824.5% | +187.7% | +636.8% | +577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling