-1.5%
MCD vs RIO
+92.9%
-94.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -6.0% | +4.0% | -10.0% | -6.4% |
| 3M | -5.6% | +0.1% | -5.7% | -5.6% |
| 6M | -21.9% | +12.7% | -34.6% | -23.0% |
| YTD | -14.7% | +35.6% | -50.3% | -18.0% |
| 1Y | -17.3% | +73.7% | -91.0% | -23.2% |
| All | -1.5% | +92.9% | -94.4% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling