-3.9%
MCD vs RIOT
-21.9%
+18.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.6% | -3.1% | +6.8% |
| 7D | +11.9% | +6.4% | +5.5% | +12.2% |
| 30D | +20.2% | -20.4% | +40.7% | +19.6% |
| 3M | +5.2% | -28.7% | +33.9% | +4.5% |
| 6M | 0.0% | -17.7% | +17.7% | -0.6% |
| YTD | -6.5% | +21.3% | -27.8% | -6.8% |
| 1Y | -3.9% | -20.3% | +16.3% | -3.8% |
| All | -3.9% | -21.9% | +18.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 1y: compounded portfolio wealth divided by compounded RIOT 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…
1y analysis · Full analysis span regression · 6 months rolling