+211.3%
MCD vs RIO
+392.9%
-181.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.2% |
| 7D | +5.9% | +4.4% | +1.5% | +5.1% |
| 30D | +19.6% | -8.9% | +28.5% | +21.7% |
| 3M | +3.3% | -12.7% | +15.9% | +5.8% |
| 6M | +3.5% | -16.2% | +19.7% | +6.6% |
| YTD | -6.1% | +13.4% | -19.5% | -9.6% |
| 1Y | -3.7% | +30.9% | -34.6% | -10.1% |
| 3Y | +13.4% | +60.2% | -46.8% | 0.0% |
| 5Y | +25.2% | +98.9% | -73.8% | +1.3% |
| 10Y | +211.3% | +381.4% | -170.2% | +102.0% |
| All | +211.3% | +392.9% | -181.7% | +102.0% |
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