+181.1%
MCD vs RIOT
+765.5%
-584.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.4% |
| 7D | -1.6% | +20.8% | -22.4% | -2.0% |
| 30D | +16.0% | +7.0% | +9.1% | +15.8% |
| 3M | 0.0% | -12.3% | +12.2% | 0.0% |
| 6M | +0.9% | -27.3% | +28.2% | +1.1% |
| YTD | -8.7% | +40.7% | -49.4% | -10.2% |
| 1Y | -8.6% | +15.3% | -23.9% | -9.7% |
| 3Y | +9.9% | +72.1% | -62.3% | +5.4% |
| 5Y | +22.6% | -59.7% | +82.3% | +18.9% |
| 10Y | +204.6% | +651.6% | -447.0% | +153.9% |
| All | +181.1% | +765.5% | -584.5% | +138.0% |
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