+21.6%
MCD vs RIO
+93.6%
-72.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | -5.6% | +0.1% | -5.7% | -5.6% |
| 6M | -21.9% | +12.7% | -34.6% | -22.8% |
| YTD | -14.7% | +35.6% | -50.3% | -17.3% |
| 1Y | -17.3% | +73.7% | -91.0% | -21.7% |
| 3Y | -2.2% | +93.3% | -95.5% | -8.7% |
| All | +21.6% | +93.6% | -72.0% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling