+199.5%
MCHP vs RIO
+608.6%
-409.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | 0.0% | -3.2% | +3.2% | +2.0% |
| 30D | -6.0% | +0.9% | -7.0% | -6.8% |
| 3M | -19.7% | -1.4% | -18.3% | -19.1% |
| 6M | +14.0% | +10.9% | +3.1% | +6.7% |
| YTD | +18.4% | +31.2% | -12.8% | -0.4% |
| 1Y | +17.1% | +67.9% | -50.8% | -15.0% |
| 3Y | +0.7% | +88.8% | -88.1% | -31.7% |
| 5Y | +5.1% | +93.1% | -88.0% | -32.6% |
| All | +199.5% | +608.6% | -409.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling