+162.6%
MCD vs RIOT
+958.3%
-795.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.6% |
| 7D | -2.8% | +14.8% | -17.6% | -3.1% |
| 30D | -6.0% | +1.4% | -7.4% | -6.1% |
| 3M | -5.6% | -20.6% | +15.1% | -5.4% |
| 6M | -21.9% | +31.9% | -53.7% | -22.7% |
| YTD | -14.7% | +72.1% | -86.8% | -16.3% |
| 1Y | -17.3% | +65.7% | -82.9% | -18.9% |
| 3Y | -2.2% | +97.5% | -99.6% | -6.3% |
| 5Y | +20.3% | -36.7% | +57.0% | +15.4% |
| 10Y | +180.7% | +550.1% | -369.4% | +133.2% |
| All | +162.6% | +958.3% | -795.6% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling