+10.5%
MCD vs RIO
+49.3%
-38.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +7.1% | +2.2% | +4.9% | +6.9% |
| 30D | +19.8% | -10.1% | +29.9% | +20.7% |
| 3M | +0.8% | -14.1% | +14.9% | +1.9% |
| 6M | -1.3% | -18.9% | +17.6% | +0.3% |
| YTD | -7.8% | +9.9% | -17.7% | -9.8% |
| 1Y | -5.0% | +27.0% | -31.9% | -8.7% |
| 3Y | +10.5% | +50.1% | -39.5% | +3.0% |
| All | +10.5% | +49.3% | -38.8% | +3.0% |
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