+180.0%
MCD vs RIO
+600.2%
-420.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -2.0% | +1.9% | -4.0% | -2.4% |
| 30D | -6.1% | +5.0% | -11.1% | -7.1% |
| 3M | -7.3% | +5.1% | -12.4% | -8.4% |
| 6M | -20.9% | +17.6% | -38.6% | -23.9% |
| YTD | -14.7% | +36.3% | -51.0% | -20.6% |
| 1Y | -16.1% | +71.2% | -87.3% | -25.8% |
| 3Y | -1.5% | +102.7% | -104.2% | -17.0% |
| 5Y | +20.4% | +99.6% | -79.1% | -0.8% |
| 10Y | +180.0% | +603.1% | -423.1% | +70.6% |
| All | +180.0% | +600.2% | -420.2% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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