+22.7%
MCD vs RIOT
-50.8%
+73.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.2% | -13.8% | -0.7% |
| 7D | +7.1% | +30.4% | -23.3% | +6.9% |
| 30D | +19.8% | -9.9% | +29.6% | +19.8% |
| 3M | +0.8% | -21.2% | +22.0% | +1.0% |
| 6M | -1.3% | -29.5% | +28.2% | -1.2% |
| YTD | -7.8% | +31.9% | -39.6% | -8.8% |
| 1Y | -5.0% | -3.6% | -1.3% | -5.6% |
| 3Y | +10.5% | +51.8% | -41.2% | +6.7% |
| All | +22.7% | -50.8% | +73.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling