+20.8%
MCD vs RIOT
-61.9%
+82.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -1.6% | +4.8% | -6.5% | -1.7% |
| 30D | +14.1% | +16.0% | -1.9% | +13.9% |
| 3M | +0.6% | -8.8% | +9.4% | +0.6% |
| 6M | 0.0% | -29.7% | +29.7% | +0.2% |
| YTD | -9.3% | +38.3% | -47.5% | -10.4% |
| 1Y | -9.3% | +26.2% | -35.5% | -10.3% |
| 3Y | +8.6% | +79.0% | -70.3% | +4.3% |
| All | +20.8% | -61.9% | +82.7% | +15.4% |
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